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by giorgkatsoulis
Fri May 29, 2015 4:26 pm
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 88164

Fama-MacBeth regression

Hi guys!! I am new here at forum. I was told to run fama-macbeth and take the fitted/predicted values of the regression(about debt and leverage factors) : D = pr +s+ gr+ tng+ nbts+ dr+ liq and then, use them as proxy for the target debt of each firm. How i can take the predicted/fitted values of the...

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