Fama-MacBeth Cross-Sectional Regressions
This package provides a function to estimate a series of cross-sectional regressions à la Fama and MacBeth (1973)
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A brief demo is included in the demo_fm.m file.
Cite As
Gerrit Liedtke (2026). Fama-MacBeth Cross-Sectional Regressions (https://www.mathworks.com/matlabcentral/fileexchange/179874-fama-macbeth-cross-sectional-regressions), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0 (3.84 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0 |
