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- Tue Mar 17, 2009 8:25 am
- Forum: Programming
- Topic: Testing Capital Asset Pricing Model (CAPM)
- Replies: 4
- Views: 23785
Testing Capital Asset Pricing Model (CAPM)
Hi there I am new to eviews and would appreciate some step-by-step guidance as to how i can test the CAPM using c. 50 companies with weekly returns over 10 years. I can run simple regression on each stock using the pooled data function, but i need to then store the Bi from each regression to use in ...