Fama-MacBeth Cross-Sectional Regressions

Version 1.0.0 (3.84 KB) by Gerrit Liedtke
This package provides a function to estimate a series of cross-sectional regressions à la Fama and MacBeth (1973)
0.0
(0)
15 Downloads
Updated 30 Jan 2025

View License

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 .

MATLAB Release Compatibility
Created with R2023b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Tags Add Tags
Open in new tab
Version Published Release Notes
1.0.0