Search found 2 matches
- Tue Jul 11, 2017 1:24 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 249081
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.
- Sun Jul 09, 2017 4:11 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 249081
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 (...