Search found 1 match
- Tue Sep 02, 2014 3:40 am
- Forum: Estimation
- Topic: Up-market dowm-market estimation
- Replies: 0
- Views: 1908
Up-market dowm-market estimation
Hi, I am trying to analyse 100 funds' excess returns with classical factors by using the SUR model as a system which was relatively easy, except quite limited outputs for Wald's restriction tests where I set either alphas or betas as zeros. Now, I would like to estimate how up-market and down-market...
