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Bootstrapping and CAPM

Posted: Sat Jun 20, 2009 9:58 pm
by cpeter9
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

Posted: Sun Jun 21, 2009 1:19 am
by trubador
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.