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- Mon Sep 12, 2016 7:31 am
- Forum: Estimation
- Topic: Estimating fama and french's (2002) earnings non linear partial adjustment model
- Replies: 0
- Views: 10012
Estimating fama and french's (2002) earnings non linear partial adjustment model
Hi. I am a Master's students and am invetigating the effect of dividend policy on earnings. I, however controlled for the non linear mean reversion process of earnings as well as the non linearity in the autocorrelation between past and future earnings. I am very new to Eviews and i honestly do not ...