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st: Fama-MacBeth regression
From
Islam Abdeljawad <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Fama-MacBeth regression
Date
Sun, 14 Aug 2011 03:15:55 -0700 (PDT)
Hi
I want to estimate a regression that have lagged independent variables using Fama-MacBeth regression xtfmb
An error message says" time series operator not allowed" appears.
Any other way to estimate regressions that have lagged independent variables??
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