Are there any RATS examples for estimating two-pass (2-step) regressions as in Fama and MacBeth (1973) "Risk, Return and Equilibirum: Empirical Tests", Journal of Political Economy, 81, 607-636?
Thanks.
Fama and MacBeth (1973) Two-Pass Regressions
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Fama and MacBeth (1973) Two-Pass Regressions
by IRJ » Thu Nov 29, 2012 5:05 am
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