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by Coco Jia
Tue Feb 16, 2016 4:25 am
Forum: Programming
Topic: URGENT-programming of Fama-Macbeth regression
Replies: 1
Views: 2244

Re: URGENT-programming of Fama-Macbeth regression

Problem Sovled

The code define SERIES TIME is wrong.
It should be SERIES TIME{!M} instead of SERIES TIME{%M}
by Coco Jia
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...

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