macbeth

  1. F

    Fama-MacBeth methodology

    I am an undergraduate student and I really need your help with a problem, I just hope somebody will reply me soon enough so I can finish my work. My problem is about Fama-MacBeth methodology, that I don't really understand in all it's aspects. My teacher asked me to apply this methodology, but...
  2. P

    Cross-sectional regression for a certain date

    Hello everybody, I have Panel data consisting of 35 companies. For each company I have dependent values for three years. My question is if there is a way to tell Stata to run a cross-sectional regression for a certain date (e.g. 01/01/2013) and show the results before moving on to the next...