Hi there,
I want to use Fama-MacBeth regression add-ins in Eviews and need some help on using the Fama-MacBeth add-in. I tried to search it in User Guide I and II but I am not getting any help related to this.
Please advise.
Thanks,Sara
Search found 3 matches
- Thu May 10, 2018 6:29 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 250427
- Thu May 10, 2018 2:02 pm
- Forum: Data Manipulation
- Topic: Winsorizing
- Replies: 9
- Views: 9865
Re: Winsorizing
Hello Sabs, Yes, I select Winsorizing from the drop-down menu not Trimming and repeat it few times but I am not sure why this is happening? I tried on an individual column as well for example the below data belongs to a fund and when I apply 1% lower and 99% upper it removes all the values and resul...
- Wed May 09, 2018 4:11 pm
- Forum: Data Manipulation
- Topic: Winsorizing
- Replies: 9
- Views: 9865
Re: Winsorizing
Hi there, I am applying the Trimming and winsorising add-ins on my data for 1% and 99% but the resulted series of my funds losing the number of observations. I am not sure, why the observations disappearing from the columns as winsorize help you adjust the extreme values to the nearest lowest and hi...