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by mfan
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...

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