Hi,
Please may I request some assistance.
I am doing a monte carlo simulation which involves multiple fama-macbeth regressions. I dont need any results but the p-value for the fmb each time I run a single simulation i.e. i want to create a vector containing the p-values for every simulation. I am using the fmb add-in but cant extract the p-value out of the spool "results", I have tried the @fprob command.
How would I go about this?
Thank you,
Johan
Fama-Macbeth Regression: P-values
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- EViews Developer
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Re: Fama-Macbeth Regression: P-values
If you want to extract p-values directly from the spool you can pull them out of the individual table cells into a vector. For example:
You can also put it into a loop for more flexibility.
Code: Select all
example_results.extract(stats) GAMMA_SUMMARY_1
vector(2) vec1
vec1(1) = stats(15,2)
vec1(2) = stats(15,3)
You can also put it into a loop for more flexibility.
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Re: Fama-Macbeth Regression: P-values
thank you
Re: Fama-Macbeth Regression: P-values
Hi, this is me adeena. actually i have to use Monte Carlo simulation for my thesis but i have no idea that from where i need to begin . i need a insurance variable and i want to generate it through Monte Carlo simulation on e - view what should i have to do for that please help me me .....
Re: Fama-Macbeth Regression: P-values
hello
I want data of fama-macbeth model
I want data of fama-macbeth model
Re: Fama-Macbeth Regression: P-values
hello
i want data of fama-macbeth model.
how would i get it?
thank you
i want data of fama-macbeth model.
how would i get it?
thank you
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- EViews Developer
- Posts: 113
- Joined: Thu Apr 18, 2013 8:37 am
Re: Fama-Macbeth Regression: P-values
What do you mean by "data of fama-macbeth model"?
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