Search found 3 matches

by indigow
Sun Jul 20, 2014 3:37 am
Forum: Estimation
Topic: Cross Sectional Analysis
Replies: 5
Views: 4131

Re: Cross Sectional Analysis

Yes! but I need some more details. What I did was: I calculated the average return for 10 companies. (series 1) I took the coefficients I found from the time series regression for each variable into arrays. So in total I got 5 series. Can you please confirm this is the right way to do it? After that...
by indigow
Sat Jul 19, 2014 2:59 pm
Forum: Estimation
Topic: Cross Sectional Analysis
Replies: 5
Views: 4131

Re: Cross Sectional Analysis

Thanks for the reply Gareth. I am not sure if I would be able to install an add-in though, since the one I use belongs to school. In theory, I should be able to do the cross-sectional analysis, with the coefficients I got from the time-series regression and regress it with average returns (which is ...
by indigow
Sat Jul 19, 2014 11:57 am
Forum: Estimation
Topic: Cross Sectional Analysis
Replies: 5
Views: 4131

Cross Sectional Analysis

Hello All, I am new to eviews and need to do some analysis for my homework. I hope I am creating the topic to the right place and glad if someone can answer it. I am working on an APT model, which has 4 variables. I was able to identify the significant variables with time series regression but as a ...

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