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ok, thank you for your effort.

Thank you, this was similar to that what I figured out in the meantime. It worked perfectly. I still have two questions: 1) Did I understand the estimation right, when I said that the 53 estimates for each exogenous are the estimates from the cross-sectional regression in every point t between 1 and...

Dear all, I have estimated a pooled estimation (32 firms over 53 weeks) in the following manner: firmpool.ls y? @perreg 1 @perreg beta? Now, I have 106 estimated coefficients (for every exogenous one estimate in each period). Following the Fama-MacBeth procedure, I am interesed in the averages of th...

Thank you very much.

The error is:

"This view/proc requires at least one valid endogenous variable in "DO-SYSXY.MAKEGARCH (NAME=ARCHXY_)"

But anyway, the original question was why does the arch not simply ignore estimations in which missing values arise? Is there a reasonable explanation?

Hello, I've worked on the program, and that's what it looks like at the moment: 'test 'change path to program path %path = @runpath cd %path 'load workfile load data_300609 'set sample from 01/07/2004 to 01/05/2005 smpl 01/07/2004 01/05/2005 'start FOR loop for 38 assets to estimate the market betas...

Hello everybody, I have a question regarding the way EViews treates missing values. Currently, I am writing a small program to estimate the market betas of 38 firms. I use a loop with 38 diagonal BEKK models, each with the return of one firm and "the" market to find the conditional covaria...