search for: macbeth

...0 0 0 0 Tom White 0 0 0 0 0 0 0 0 0 Lars George 0 0 0 0 0 0 0 0 0 Soren Macbeth 0 0 0 0 0 0 0 0 0 Lars.George Soren.Macbeth Adrian Cole 0 0 Patrick Hunt 0 0 Andrei Savu 0 0 Bruno Dumon...

Hi all, I was wondering whether there is a standard method to carry out fama-macbeth regressions in R. I have spent the last few hours looking around the help pages but nothing seems to be written about this. Thanks a lot! [[alternative HTML version deleted]]

...on = c(0L, 0L, 0L, 0L, 0L, 0L), Edward.J..Yoon = c(0L, 0L, 0L, 0L, 0L, 0L), Eugene.Koontz = c(0L, 0L, 0L, 0L, 0L, 0L), Jakob.Homan = c(0L, 0L, 0L, 0L, 0L, 0L), Kelvin.Kakugawa = c(0L, 0L, 0L, 0L, 0L, 0L), Kirk.True = c(0L, 0L, 0L, 0L, 0L, 0L ), Lars.George = c(0L, 0L, 1L, 0L, 0L, 0L), Soren.Macbeth = c(0L, 0L, 1L, 0L, 0L, 0L), Stu.Hood = c(0L, 0L, 0L, 0L, 0L, 0L), Tibor.Kiss = c(0L, 0L, 0L, 0L, 0L, 0L), Tom.White = c(0L, 0L, 1L, 0L, 0L, 0L), Unassigned = c(0L, 0L, 0L, 0L, 0L, 0L )), .Names = c("Adrian.Cole", "Alison.Wong", "Andrei.Savu", "Bruno.Dumon...

...last column should be properly created like this, as below: WHIRR.117 Adrian Cole 0 Alison Wong 0 Andrei Savu 0 Bruno Dumon 0 Edward J. Yoon 0 Eugene Koontz 0 Jakob Homan 0 Kelvin Kakugawa 0 Kirk True 0 Lars George 0 Soren Macbeth 0 Stu Hood 0 Tibor Kiss 0 Tom White 1 Unassigned 0 Appreciate your thought... [[alternative HTML version deleted]]

...stria Plus additional talks over two days from: Maria Belianina, Kris Boudt, Josh Buckner, Peter Carl, Jon Cornelissen, Dirk Eddelbuettel, Robert Grossman, Saptarshi Guha, Mike Kane, Ruud Koning, Bryan Lewis, Wei-han Liu, James "JD" Long, Brian Peterson, Soren MacBeth, Khanh Nguyen, Michael North, Stefan Theussl, Josh Ulrich, Tony Plate, Jeff Ryan, Mark Seligman, David Smith, and Eric Zivot. Also offered are four optional pre-conference tutorials: Josh Buckner & Mark Seligman GPU Progra...

...U Programming with R *Achim Zeileis: Testing, Monitoring and Dating Structural Change in FX Regimes David Smith: Analysing Large-Scale Financial Data Sets in R Tony Plate: Mean-variance Portfolio Optimization: Do Historical Correlations Help or Hinder Risk Control in a Crisis? *Ralph Vince/Soren MacBeth: Leverage Space Portfolio Model Kris Boudt: Portfolio Optimization with Conditional Value-at-Risk Budgets Steve Kane/Jeff Lewis: The esperr package and the Esper API Lightning talks: Peter Carl: The blotter / instrument / strategy toolchain Wei-han Liu: Improved Generalized Gram-Charlier Expans...

...ba.org Return-Path: <rob@steinmetznet.com> Delivered-To: samba@samba.org Received: from smtp.steinmetznet.com (unknown [63.220.157.66]) by lists.samba.org (Postfix) with ESMTP id BE13B42FE for <samba@samba.org>; Mon, 2 Jul 2001 16:26:22 -0700 (PDT) Received: from steinmetznet.com (macbeth [63.220.157.76]) by smtp.steinmetznet.com (8.8.8+Sun/8.8.8) with ESMTP id SAA01169 for <samba@samba.org>; Mon, 2 Jul 2001 18:30:01 -0500 (CDT) Message-ID: <3B4103F5.ED3B63B6@steinmetznet.com> Date: Mon, 02 Jul 2001 18:29:58 -0500 From: Robert Steinmetz <rob@steinmetznet.com> R...