A weighted Fama-MacBeth two-step panel regression procedure
Year of publication: |
2019
|
---|---|
Authors: | Yoon, Ho-Jung ; Lee, Kyuseok |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 26.2019, 8, p. 677-683
|
Subject: | efficiency | Fama-MacBeth regression | power | simulation | Regressionsanalyse | Regression analysis | Simulation | Panel | Panel study | Schätztheorie | Estimation theory |
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