Fama macbeth regression using the add-in erors

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tataa
Posts: 3
Joined: Tue Feb 28, 2017 3:12 am

Fama macbeth regression using the add-in erors

Postby tataa » Wed Mar 01, 2017 9:04 am

Hi,i run a fama macbeth regression in eviews using the add-in (fama and
french (1993, 2015) models), it works for the three factor model or any
other combination of four factor model but it does not work for the five
factor model and i have an error message that says positive or non negative
argument function expected; can you please help me resolve this problem,
thanks a lot.

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