Hi, there!
I'm currently trying to run a Fama-MacBeth regression for my data, but after I use the add-in to run it, appears the following error. Can you please help me to understand what is wrong and how can I fix it, please?
I have data for various companies, and when importing the data, the eviews imports the different variables with the data for each company(asset). I want to do the regressions for all the companies. I don't know if I need to create a portfolio for these companies in order to run the regression.
What I did was putting in the list portfolio/asset returns the returns and then in the list of factors names, the factors I want to include (I will add a print so you can see).
I really need your help, because I don't know if this is right or how I should do it.
Thank you so much!
Fama-MacBeth Error
Moderators: EViews Gareth, EViews Moderator, EViews Esther
-
- Posts: 2
- Joined: Wed Feb 24, 2021 4:18 am
Fama-MacBeth Error
- Attachments
-
- Capturar.PNG (7.72 KiB) Viewed 11632 times
-
- Error_FamaMacBeth.PNG (8.15 KiB) Viewed 11632 times
Who is online
Users browsing this forum: No registered users and 34 guests