# Fama–MacBeth Regression in Julia

**URL:** <https://discourse.julialang.org/t/fama-macbeth-regression-in-julia/53460>\
**Category:** General Usage\
**Tags:** question\
**Created:** [January 16, 2021, 11:20pm UTC](https://discourse.julialang.org/t/fama-macbeth-regression-in-julia/53460 "2021-01-16T23:20:47Z")\
**Posts on this page:** 3\
**Page:** 1

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**Author:** ![Yifan\_Liu](https://avatars.discourse-cdn.com/v4/letter/y/4da419/32.png) [@Yifan\_Liu](https://discourse.julialang.org/u/Yifan_Liu)\
**Post date:** [January 16, 2021, 11:20pm UTC](https://discourse.julialang.org/t/fama-macbeth-regression-in-julia/53460/1 "2021-01-16T23:20:47Z")

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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.

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**Author:** ![rafael.guerra](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/rafael.guerra/32/216610_2.png) [@rafael.guerra](https://discourse.julialang.org/u/rafael.guerra)\
**Post date:** [January 17, 2021, 12:24am UTC](https://discourse.julialang.org/t/fama-macbeth-regression-in-julia/53460/2 "2021-01-17T00:24:52Z")

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Did you check this [package](https://github.com/zundertj/FamaMacBeth.jl)?

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**Author:** ![Paul\_Soderlind](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/paul_soderlind/32/1753_2.png) [@Paul\_Soderlind](https://discourse.julialang.org/u/Paul_Soderlind)\
**Post date:** [January 17, 2021, 8:23am UTC](https://discourse.julialang.org/t/fama-macbeth-regression-in-julia/53460/3 "2021-01-17T08:23:38Z")

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You also find some simple FMB regressions in [this notebook](https://github.com/PaulSoderlind/EmpiricalFinancePhD/blob/master/LinearFactorModel.ipynb)