Description Usage Arguments Value
fmreg_
estimates Fama-MacBeth regressions on many specifications
"in parallel".
1 2 3 |
.data |
"Data frame - like" structure.
|
models |
A list of models. Each model specifies the model to be estimated. |
dates |
A vector of dates that are included in the estimation of the regression. |
date_var |
Name of the date variable
(should be a colname in |
load_data |
Function of the form function(.data, .date, date_var)
that returns a data frame.
This function is used to get the "slice" of |
prepare_data |
Function of the form function(.data, .date) that returns
a data frame.
This function modifies the "slice" of data loaded with
|
estimate |
Function of the form function(model, .data, .date) that
returns a list of the first-stage estimates for
|
aggregate |
Function of the form function(model, l_fit) that returns
an |
progress |
Logical: If TRUE, the progress of the estimation is printed to the standard output. |
A list with of fmreg
objects.
Each object corresponds to the model
from
the models
argument.
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