Can someone please help me revers engineer the regression model.
I would like to replicate a method of performance persistence to basically see how my data differs:
What I don't know is how to use the equation to get the same results as in the attached file.
Do., Faff R., Veeraraghavanc M. (2010) "Performance persistence in hedge funds: Australian evidence" Int. Fin. Markets, Inst. and Money 20 (2010) 346–362
Please see attached file with explanation and screenshots.
For requesting general information about EViews, sharing your own tips and tricks, and information on EViews training or guides.
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