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]]
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]]