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repeating the regression n times

Posted: Tue Feb 01, 2011 7:00 am
by birsorumvar
I have a data set consisting of 200 companies and their stock values for 70 days
I am trying to to regress each company value to bank interest rate for the same dates.

That is, doing regression (stock value over interest rate) for each company and get the betas from them.

Thanks.

Re: repeating the regression n times

Posted: Tue Feb 01, 2011 8:49 am
by EViews Gareth
You'll have to write a program that will do it. Reading through this:
http://forums.eviews.com/viewtopic.php?f=5&t=1638

should give you enough information.