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RE: st: Fama-Macbech regression procedure

From   Nick Cox <>
To   "''" <>
Subject   RE: st: Fama-Macbech regression procedure
Date   Mon, 28 Feb 2011 16:54:13 +0000

When I do this a Viewer window opens with a reference to -xtfmb- from SSC, which you can download from SSC yourself. 

Archives such as SSC were set up so people can help themselves. Asking people to send you package files is not necessary. 


Luo Di

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

On 28 February 2011 16:26, Maarten buis <> 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).

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