Re: Fama-Macbeth (1973) regression with Newey-West (1987) standard errors Use fm With STATA 18
Posted: Wed Dec 11, 2024 10:37 am
What is this?
I don't understand it.. "It is a methodology to validate an asset pricing model?"
Fama-Macbeth (1973) regression with Newey-West (1987) standard errors Use fm With STATA 18
I don't understand it.. "It is a methodology to validate an asset pricing model?"
timbulwidodostp wrote: Wed Dec 11, 2024 10:02 am Fama-Macbeth (1973) regression with Newey-West (1987) standard errors Use fm With STATA 18
https://ln.run/Fama