The RATS Software Forum

A Forum for RATS Software and Econometrics Discussions
http://www.estima.com/forum/

Fama and MacBeth (1973) Two-Pass Regressions

http://www.estima.com/forum/viewtopic.php?f=31&t=1705

Page 1 of 1

Fama and MacBeth (1973) Two-Pass Regressions

PostPosted: Thu Nov 29, 2012 5:05 am
by IRJ
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.
All times are UTC - 6 hours [ DST ]
Page 1 of 1
Powered by phpBB® Forum Software © phpBB Group
http://www.phpbb.com/