question archive Using the Stata data that you created in part (a), Repeat the calculations reported in Table 14
Using the Stata data that you created in part (a), Repeat the calculations reported in Table 14
Subject:EconomicsPrice: Bought3
Using the Stata data that you created in part (a), Repeat the calculations reported in Table 14.2 of the textbook, using regressions estimated over the 1932:M1-2002:M12 sample period. Present your results in a publication-style regression table that looks similar to Table 14.2. Repeat the calculations reported in Table 14.6 of the textbook, using regressions estimated over the 1932:M1-2002:M12 sample period. Present your results in a publication-style regression table that looks similar to Table 14.6 of the textbook. Is the variable In( dividend yield) highly persistent? Explain. Do any of the above results change the conclusions in the discussion "Can You Beat the Market? Part I" and "Can You Beat the Market? Part II" of the textbook?
