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- Mon Jul 04, 2016 5:04 am
- Forum: Add-in Support
- Topic: Fama Macbeth Add-in
- Replies: 0
- Views: 4231
Fama Macbeth Add-in
Hi, I am trying to run a FM regression. My Excel file looks like this: FirmIdentifier Year StockReturn ProfitRatio R&DRatio (and other variables) 1001 2009 8.56 ... 1001 2010 4.23 ... 1001 2011 -1.34 ... 1001 2012 -1.36 ... 1002 2009 2.45 ... 1002 2010 2.56 ... ... In the FM Add-in I enter List ...