Estimation of many equation?
Posted: Tue Jan 20, 2009 2:30 pm
hello,
I've created a series of 25 portfolios excess return and need to regress them against the market excess return, the classical capm model
ri-rf = c + b(rm-rf) + e
the question is: how can i perform a simultaneously regression on the 25 portfolios? Is there any way to do so or do I've regress them one by one?
and once i've done it how do i export the results on excel without having the format data problem?
thanks
I've created a series of 25 portfolios excess return and need to regress them against the market excess return, the classical capm model
ri-rf = c + b(rm-rf) + e
the question is: how can i perform a simultaneously regression on the 25 portfolios? Is there any way to do so or do I've regress them one by one?
and once i've done it how do i export the results on excel without having the format data problem?
thanks