EViews.com

a solution was found , you find the research done and the programming code used in e-views here: http://brage.bibsys.no/xmlui/bitstream/ ... ilidis.pdf

I realize this is a complicated question, see the discussion at http://math.stackexchange.com/questions ... ve-numbers

the results of the conducted research are here: http://brage.bibsys.no/xmlui/bitstream/ ... ilidis.pdf

A violation of the normality assumption of the residuals is not as serious as heteroscedasticity and autocorrelation. A moderate departure from normality does not impair the conclusion when the data set is large (Bhattacharyya and Johnson 1997 p. 359). Greene (2012 pp. 64-67) states that a normal di...

that's rather useless

I'd appreciate a reference. Need it for a master thesis. Thanx a lot for your ansewrs so far.

OK. But in order to justify this assertion to other people we need to elaborate on theoretical grounds, right? Any suggestions?

Is sounds much easier to apply a remedy. Does EView has one?

Thanks a lot for prompt ansewr! I need some explaining:

C) What is considered to be a small sample? Can it be quantified?
D) What is considered to be extremely non-normal? Can it be quantified?

And I still need a justification on why it is not important unless C or D come into place.

Hello to everybody Berry (1993) states a number of assumptions to be satisfied in regression analysis(underneath). My concern is assumption 8: the residuals are normally distributed. In many cases they are not. My questions are: A) What is the remedy to non-normal distribution of the residuals in EV...

Thank you! Some adjustment is needed. I have individual files of daily returns for companies and the daily returns of the market as a whole for the same period of time. The name structure for the individual companies is: R_N_companyX_P_ where the component companyX varies from company to company. Th...

just did it in Excel

Example
group members:
Company1 return 0,01
Company2 return 0,04
Company3 return 0,04
Market return 0,03

need to sample so that companies above market return form a new group, that is company2 and company3

Use Eviews 7.

I have a group consisting of daily returns of individual stocks. Need a sample that shows only daily returns of individual stocks above market return and make a new group with these observations. How can this be done? A spesific solution would be greatly appreciated.

One solution is using a loglinear transformation of the Hansen-Jagannathan bound but this would imply the assumption that the correlation of the stochastic discount factor and the volatility of consumption growth is equal to minus 1.