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- Tue Jan 20, 2009 2:30 pm
- Forum: Estimation
- Topic: Estimation of many equation?
- Replies: 1
- Views: 4005
Estimation of many equation?
hello, I've created a series of 25 portfolios excess return and need to regress them against the market excess return, the classical capm model ri-rf = c + b(rm-rf) + e the question is: how can i perform a simultaneously regression on the 25 portfolios? Is there any way to do so or do I've regress t...
