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- Sun Oct 18, 2015 3:23 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 249462
Re: Fama-MacBeth regression
Hi, first of all, many thanks for sharing this great add-in. It really helps a lot. In the manual and in one of the previous posts you mentioned that the add-in won't work if a series contains NAs. However, when applying Fama Macbeth at asset/individual equity level some assets do not consistently y...