EViews.com

"ex. Ri(t) = c + b1*Rm(t-1) + b2*Rm(t) + b3*Rm(t+1)"

i: Company
t: period (year)

so I'll have different coefficients (b1,b2,b3) for EACH company and EACH year. Is it also what you mean?

Yes,exactly. I want to estimate the beta for each company (2006-2009)

My data is indeed a time-series data (could be panel data). It consist of 277 companies within 2005-2010 period (daily stock price). But the problem is, if I use time-series for my workfile structure (which is 1 series for 1 company, 2005-2010) it would be impossible for me to apply the equation, wo...

Thanks Glenn. But I actually have separated my data into "unstructured data". So, I have different series for different company and different year. (ex. comp1_2005, comp1_2006, company2_2005, company2_2006, etc) Is it possible to process all data with the same equation at once? I want to p...

Hello, I would like to know if there is a simple way to estimate this equation (dimson beta) on eviews 6 rit = c + b1*rm(t-1) + b2*rm(t) + b3*rm(t+1) it's a dimson beta equation. ex. If I want to have beta for year 2006, then it would be ri(2006) = c + b1*rm(2005) + b2*rm(2006) + b3*rm(2007) how sho...