[R] fama-macbeth

From: Denise Xifara <dionysia-kiara.xifaras_at_st-hildas.ox.ac.uk>
Date: Mon, 21 Jul 2008 10:47:47 +0100


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!

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