Fama–MacBeth Regression in Julia

Yifan_Liu · January 16, 2021, 11:20pm

I know how to do Fama-MacBeth Regression in R but could not figure out how to do it in Julia. Need some help here.

rafael.guerra · January 17, 2021, 12:24am

Did you check this package?

Paul_Soderlind · January 17, 2021, 8:23am

You also find some simple FMB regressions in this notebook