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- Wed Dec 05, 2012 4:44 pm
- Forum: Econometric Discussions
- Topic: Model correction
- Replies: 0
- Views: 1501
Model correction
I am new in eviews and I am trying to test the performance of a stock over different models. Do you have any suggestion in how to proceed if I get weird results. For example in the CAPM the excess return on the market gives me a p-value of 0.99. I test for autocorrelation, heteroskedaticity and norm...