Problem Sovled
The code define SERIES TIME is wrong.
It should be SERIES TIME{!M} instead of SERIES TIME{%M}
Search found 2 matches
- Tue Feb 16, 2016 4:25 am
- Forum: Programming
- Topic: URGENT-programming of Fama-Macbeth regression
- Replies: 1
- Views: 2244
- Mon Feb 15, 2016 7:10 am
- Forum: Programming
- Topic: URGENT-programming of Fama-Macbeth regression
- Replies: 1
- Views: 2244
URGENT-programming of Fama-Macbeth regression
Dear all, I used the code provided by Chris Brooks in his book Introductory econometrics for finance 2014 edition. But Eviews told me there is an error. the complete code is : 'READ DATA LOAD E:\DISSERTATION\FF_EXAMPLE.WF1 'TRANSFORM ACTUAL RETURNS INTO EXCESS RETURNS sl=sl-rf s2=s2-rf s3=s3-rf s4=s...
