Questions tagged [eviews]

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fama French regression in Eviews

I'm trying to figure out how to perform CAPM, the fama french 3 Factors and 5 Factors and the Carhart 4 factors regressions in Eviews. I downloaded all the data from French's website. The 3 Factors ...
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2answers
3k views

Can I forecast stock returns using GARCH?

I know this is a rookie question, but I have seen some comments about using GARCH to forecast stock returns. Is it something people do? Wasn't GARCH just for volatility? Also, can you suggest any (...
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955 views

Which python packages would you recommend for time series analysis?

I am taking a time series analysis class that uses EViews. What packages in python do equivalent work?
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846 views

Fama-Macbeth regression in Eviews

I'm adding a new factor to Fama-French three-factor model. I have constructed portfolios and got 18 three-way sorted portfolios. Now, I think I have to do Macbeth procedure to test the model. I'm ...