Man pages for max-sokolov/fmreg
Fama-MacBeth Regression

aggregate_Estimate the second stage of the Fama-MacBeth regression.
estimate_Estimate a model on the first stage of the Fama-MacBeth...
fmreg_Advanced Fama-MacBeth regression.
load_data_Load data for specified date.
r_squared_from_lm_fit_R^2 from 'lm.fit' output.
max-sokolov/fmreg documentation built on May 21, 2017, 11:12 p.m.