Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Fama-MacBeth regression

From   Islam Abdeljawad <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Fama-MacBeth regression
Date   Sun, 14 Aug 2011 03:15:55 -0700 (PDT)

I want to estimate a regression that have lagged independent variables using Fama-MacBeth regression xtfmb
An error message says" time series operator not allowed" appears.
Any other way to estimate regressions that have lagged independent variables??

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index