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Re: st: Fama-Macbech regression procedure


From   Luo Di <luodi1217@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fama-Macbech regression procedure
Date   Mon, 28 Feb 2011 16:37:20 +0000

Thank you. But nothing happens when I type findit Fama-MacBeth. Could
you send me an attached of the ado file and data? I really appreciate
that.

Best,
Luo Di

On 28 February 2011 16:26, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- 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
> Macbech).
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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