Collecting statistics from multiple regressions

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Jorrit van der Windt
Posts: 5
Joined: Tue Jun 06, 2017 2:08 am

Collecting statistics from multiple regressions

Postby Jorrit van der Windt » Wed Jun 07, 2017 12:00 am

Dear all,

For my research I am estimating a classical capital market model R=a+b(Rm-Rf)+e where a, b and E are alpha, beta and epsilon for ca 500 firms over 5 years. I have daily data for all the returns, but I want to collect the alpha, beta, epsilon as well as the r squared for each firm over a year. Does anyone know the commands or the shortcut to do this?

Thanks in advance

Jorrit van der Windt

p.s. I am using eviews 9 and a panel data set
Last edited by Jorrit van der Windt on Wed Jun 07, 2017 4:07 am, edited 1 time in total.

EViews Gareth
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Re: Collecting statistics from multiple regressions

Postby EViews Gareth » Wed Jun 07, 2017 6:50 am

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