Search found 2 matches
- Sat Jun 16, 2018 8:58 pm
- Forum: General Information and Tips and Tricks
- Topic: Fama-MacBeth regression
- Replies: 2
- Views: 5842
Re: Fama-MacBeth regression
Thank you very much for your reply. I don't really know what to do from this point on. I've done a kind of panel in Excel, at my teacher's suggestion, but I'm really not sure how I should upload this to EViews and then apply the Fama-MacBeth add-in on this data. panel.xlsx I've computed the returns ...
- Sat Jun 16, 2018 1:34 pm
- Forum: General Information and Tips and Tricks
- Topic: Fama-MacBeth regression
- Replies: 2
- Views: 5842
Fama-MacBeth regression
I am an undergraduate student and I really need your help with a problem, I just hope somebody will reply me soon enough so I can finish my work. My problem is about Fama-MacBeth methodology , that I don't really understand in all it's aspects. My teacher asked me to apply this methodology, but not ...