Dear all,
I hope this message finds you well.
I am currently in search of a command that would allow me to obtain cross sectional regression estimates of autocorrelation in my stock returns , with a model in the form of : d.return= constant + 12 lagged values of my explanatory variable X + u
Your assistance in this matter would be greatly appreciated.
Thank you very much
I hope this message finds you well.
I am currently in search of a command that would allow me to obtain cross sectional regression estimates of autocorrelation in my stock returns , with a model in the form of : d.return= constant + 12 lagged values of my explanatory variable X + u
Your assistance in this matter would be greatly appreciated.
Thank you very much
