Search found 2 matches
Search found 2 matches • Page 1 of 1
- Sun Jul 09, 2017 4:11 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 156
- Views: 85143
Hi everyone I'm dealing with fama mcbeth regression but i cant realize the procedure. In fm regression i want to regress monthly returns on operating profitability. I have 100 stocks with monthly return data and annual operating profitability data for ten years. and i also have 3 control variables (...