Search found 1 match
- Thu Aug 21, 2014 6:29 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 349043
Re: Fama-MacBeth regression
I'm using the add-in to regress assets vs. three factors (Fama-French) but I don't get the spool... It keeps appearing: "Matrix-Vector index is out of range in 'VECTOR RETVEC = @TRANSPOSE(@ROWEXTRACT(RM, J))' in FAMA-MACBETH.PRG". Does anyone knows what might be happening here? I also don'...