*Push*
I would really appreciate your help.
Thank you in advance for your replies.
Best regards,
Tom
Search found 3 matches
- Mon Jul 14, 2014 11:04 am
- Forum: Econometric Discussions
- Topic: Carhart 4 factor model: Fixed-effects panel
- Replies: 1
- Views: 4265
- Sun Jul 13, 2014 2:07 am
- Forum: Econometric Discussions
- Topic: Carhart 4 factor model: Fixed-effects panel
- Replies: 1
- Views: 4265
Carhart 4 factor model: Fixed-effects panel
Hi everyone, I am in the process of analysing mutual fund returns using the Carhart 4-factor model, which is an extension of the Fama & French 3-factor model. I have an unbalanced panel with 186 cross sections and 282 periods (monthly data). Thus, 52,452 observations. For my model I ran a cross-...
- Fri Jul 11, 2014 11:25 am
- Forum: Econometric Discussions
- Topic: Carhart 4 factor model: Fixed-effects panel
- Replies: 0
- Views: 2287
Carhart 4 factor model: Fixed-effects panel
Hi everyone, I am in the process of analysing mutual fund returns using the Carhart 4-factor model, which is an extension of the Fama&Frech 3-factor model. I have an unbalanced panel with 186 cross sections and 282 periods (monthly data). Thus, 52,452 observations. For my model I ran a cross-sec...