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- Wed May 18, 2011 3:46 am
- Forum: Estimation
- Topic: Pooled regression r-squared
- Replies: 0
- Views: 1656
Pooled regression r-squared
Hello, I am doing a pooled estimation (time = 1, ... 200; firms = 1, ... 100) with dependent variable "exr?" and period specific coefficients "C" and "beta?". Actually, I want to perform an asset pricing test (Fama/MacBeth approach). I now get time series coefficient (e...