Description Usage Arguments Value See Also
aggregate_
aggregates the results from the first stage of
the Fama-MacBeth regression.
1 | aggregate_(model, l_fit)
|
model |
A list specifying the model. E.g., x and y fields should contain rhs and lhs of the model. |
l_fit |
A list of "fits" from the first stage. Each "fit" is a list with the result for that "date". |
A list with the results of the Fama-MacBeth regression. This list is a fmreg object.
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