Hello
I am a running a series of regressions (total of 60) like below:
regress ABEV3 RmRf SMB HML RMW CMA
regress BTOW3 RmRf SMB HML RMW CMA
regress BRSR6 RmRf SMB HML RMW CMA
regress BVMF3 RmRf SMB HML RMW CMA
regress BRML3 RmRf SMB HML RMW CMA
regress BRPR3 RmRf SMB HML RMW CMA
regress BBDC4 RmRf SMB HML RMW CMA
etc.
As you can see, only the first variable changes. For each of these regressions, I need to export to Excel the coef. and the t for the _cons of each of the 60 regressions.
Any suggestions on how to program this?
Thank you very much!
I am a running a series of regressions (total of 60) like below:
regress ABEV3 RmRf SMB HML RMW CMA
regress BTOW3 RmRf SMB HML RMW CMA
regress BRSR6 RmRf SMB HML RMW CMA
regress BVMF3 RmRf SMB HML RMW CMA
regress BRML3 RmRf SMB HML RMW CMA
regress BRPR3 RmRf SMB HML RMW CMA
regress BBDC4 RmRf SMB HML RMW CMA
etc.
As you can see, only the first variable changes. For each of these regressions, I need to export to Excel the coef. and the t for the _cons of each of the 60 regressions.
Any suggestions on how to program this?
Thank you very much!
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