Bootstrapping and CAPM
Moderators: EViews Gareth, EViews Moderator
Bootstrapping and CAPM
I'm trying to run CAPM estimations in EVIEWS. I want to create a bootstrapped distribution statistic to hypothesis test the beta coefficients produced. Does EVIEWS have any sort of built-in function for doing something like this?
Re: Bootstrapping and CAPM
EViews provides you with a built-in resampling function as well as more than a dozen of statistical distributions. So you can easily write a short procedure of your own.
Who is online
Users browsing this forum: No registered users and 2 guests
