Fama-MacBeth Cross-Sectional Regressions

版本 1.0.0 (3.8 KB) 作者: Gerrit Liedtke
This package provides a function to estimate a series of cross-sectional regressions à la Fama and MacBeth (1973)
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更新时间 2025/1/30

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A brief demo is included in the demo_fm.m file.

引用格式

Gerrit Liedtke (2025). Fama-MacBeth Cross-Sectional Regressions (https://www.mathworks.com/matlabcentral/fileexchange/179874-fama-macbeth-cross-sectional-regressions), MATLAB Central File Exchange. 检索时间: .

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版本 已发布 发行说明
1.0.0