Programs, latex templates,... Feel free to pick it.
This resources are provided as they are, without any guaranty of working and without any support.
Use them AT YOUR OWN RISK.
This resources are provided as they are, without any guaranty of working and without any support.
Use them AT YOUR OWN RISK.
Stata program to estimate Fama-MacBeth regressions with
Newey-West standard errors
Stata program to estimate Fama-MacBeth regressions with
instrumental variables and Newey-West standard errors