estimat

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

qwer111
Posts: 1
Joined: Wed Jun 04, 2014 4:43 am

estimat

Postby qwer111 » Fri Jun 06, 2014 12:35 am

Hey

Im try to program a return predictability

r_t+1 = alpha^r + beta^r gamma_t + error term^r_t+1

Im have a old code, but i do not know how to take ^r into account?

Old code:

equation aux.ls(cov=white) r c dp(-1)

can i change it to the new equation?

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 1 guest