Search found 5 matches

by beckistuta
Mon Apr 04, 2011 2:01 pm
Forum: Models
Topic: Pool forecasting
Replies: 8
Views: 14272

Re: Pool forecasting

many thanks gareth!
by beckistuta
Mon Apr 04, 2011 1:24 pm
Forum: Models
Topic: Pool forecasting
Replies: 8
Views: 14272

Re: Pool forecasting

yes I know many of the cross-section does not have 2010 value. the reason is either I have to elminate those -ve book value, or they are not listed on Dow in respective time period. I have to forecast those listed on Dow in 2010 (which means those having actual data in 2010). therefore may you advis...
by beckistuta
Mon Apr 04, 2011 12:09 pm
Forum: Models
Topic: Pool forecasting
Replies: 8
Views: 14272

Re: Pool forecasting

Dear Gareth, here you go. thanks!
by beckistuta
Mon Apr 04, 2011 10:20 am
Forum: Models
Topic: Pool forecasting
Replies: 8
Views: 14272

Re: Pool forecasting

Hi Gareth Many thanks for your reply. I have shortened the name as you suggested. I ran the forecasting under the soultion smaple "2011 2013" again but I still encountered error. Please refer to below error message for your reference. Model: Untitled Date: 04/04/11 Time: 18:18 Sample: 2011...
by beckistuta
Mon Apr 04, 2011 1:49 am
Forum: Models
Topic: Pool forecasting
Replies: 8
Views: 14272

Pool forecasting

Dear all I am trying to forecast t+1 and t+3 ROE of 47 firms using pooled time-series cross-sectional regression. However eView fails to product the forecast value. Would you mind to shed some lights on any step I did wrong? Attach please find my eView workfile for your reference. Basically I first ...

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