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RE: st: Fama-Macbech regression procedure
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
RE: st: Fama-Macbech regression procedure
Date
Mon, 28 Feb 2011 16:54:13 +0000
When I do this a Viewer window opens with a reference to -xtfmb- from SSC, which you can download from SSC yourself.
Archives such as SSC were set up so people can help themselves. Asking people to send you package files is not necessary.
Nick
[email protected]
Luo Di
Thank you. But nothing happens when I type findit Fama-MacBeth. Could
you send me an attached of the ado file and data? I really appreciate
that.
On 28 February 2011 16:26, Maarten buis <[email protected]> wrote:
> --- On Mon, 28/2/11, Luo Di wrote:
>> I am a PhD student and try to practise the Fama-Macbech
>> regression procedure in STATA 11. Could anyone give me
>> an ado file with data?
>
> Type in Stata -findit Fama-MacBeth- (note MacBeth not
> Macbech).
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