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Posted: **Mon Oct 20, 2014 6:04 am**

Hi,

Please may I request some assistance.

I am doing a monte carlo simulation which involves multiple fama-macbeth regressions. I dont need any results but the p-value for the fmb each time I run a single simulation i.e. i want to create a vector containing the p-values for every simulation. I am using the fmb add-in but cant extract the p-value out of the spool "results", I have tried the @fprob command.

How would I go about this?

Thank you,

Johan

Posted: **Thu Oct 23, 2014 2:46 pm**

If you want to extract p-values directly from the spool you can pull them out of the individual table cells into a vector. For example:

Code: Select all


example_results.extract(stats) GAMMA_SUMMARY_1
vector(2) vec1
vec1(1) = stats(15,2)
vec1(2) = stats(15,3)

You can also put it into a loop for more flexibility.

Posted: **Wed Oct 29, 2014 5:13 am**

thank you

Posted: **Tue Apr 14, 2015 11:01 pm**

Hi, this is me adeena. actually i have to use Monte Carlo simulation for my thesis but i have no idea that from where i need to begin . i need a insurance variable and i want to generate it through Monte Carlo simulation on e - view what should i have to do for that please help me me .....

Posted: **Wed Apr 22, 2015 12:40 pm**

hello
I want data of fama-macbeth model

Posted: **Wed Apr 22, 2015 12:44 pm**

hello
i want data of fama-macbeth model.
how would i get it?
thank you

Posted: **Wed Apr 22, 2015 1:26 pm**

What do you mean by "data of fama-macbeth model"?

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Fama-Macbeth Regression: P-values

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Re: Fama-Macbeth Regression: P-values

Re: Fama-Macbeth Regression: P-values