Search found 2 matches

by amin3kk
Tue Jul 11, 2017 1:24 pm
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 85143

Re: Fama-MacBeth regression

you mean in every research we have this problem? because in all researches in this area, balance sheet data are annual but return data are monthly.
by amin3kk
Sun Jul 09, 2017 4:11 pm
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 85143

Re: Fama-MacBeth regression

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 (...

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