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Re: st: Fama-Macbech regression procedure

From   Maarten buis <>
Subject   Re: st: Fama-Macbech regression procedure
Date   Mon, 28 Feb 2011 16:26:06 +0000 (GMT)

--- On Mon, 28/2/11, Luo Di wrote:
> I am a PhD student and try to practise the Fama-Macbech
> regression procedure in STATA 11. Could anyone give me
> an ado file with data?

Type in Stata -findit Fama-MacBeth- (note MacBeth not 

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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