Hi:
Chris Brooks 的Introductory Econometrics for Finance
第一版的数据哪里有(.dat or xls) ?
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For example P133R.PRG, I need
bp.dat
cal(daily) 1999 3 15
all 370
open data c:\chris\
bp.dat
data(format=free,org=obs) / bp ftas
set rftas = log(ftas/ftas{1})
set rbp = log(bp/bp{1})
linreg rbp / resids
# constant rftas
restrict 1
# 2
# 1 1
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PS: 这个网页只提供rats的编码(.prg) and 中文教本
https://bbs.pinggu.org/thread-134402-1-1.html