Estimate risk premia in Fama-McBeth regressions with both 2-step OLS and GMM.
pip install git+git://github.com/khrapovs/famamcbeth-
Notifications
You must be signed in to change notification settings - Fork 1
Fama-McBeth regressions
License
khrapovs/famamcbeth
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Fama-McBeth regressions
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published