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by Jacoline
Wed Oct 27, 2010 2:26 am
Forum: Estimation
Topic: Estimating Multiple Timeseries
Replies: 1
Views: 1867

Estimating Multiple Timeseries

Does somebody know how to solve the following eq in Eviews? In the first eq R and F1-6 (6 factors in the model) are known time series. α is a constand and ω the error term. The β's have to be estimated, but should not have a single value but also have to be timeseries. This is necessary since the ne...

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