estimat
Posted: 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?
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?