Hi everyone, it's my first post here, so I hope I don't make any mistakes. I need your help because I would like to replicate financial models such as CAPM, Carhartt or Fama-French in Stata. In such models, my dependent variable is time series of daily market prices of mutual funds. The Independent Variables are daily market returns. In Excel I have a situation like the one in the photo, in which my Y is represented by the daily returns of funds 1 and 2, while X is represented by the market return. My goal is to perform a regression of the returns of funds 1 and 2 on the market, as if it were a normal panel analysis, but on very long time series. Is there a way to do this? What is the procedure for uploading this data into Stata? Maybe I'm asking too much of you, but I hope you can help me with my doctoral thesis! Thank you in advance!
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