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lrberge / fixest

Fixed-effects estimations
https://lrberge.github.io/fixest/
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Fama-MacBeth regression #468

Closed waynelapierre closed 4 months ago

waynelapierre commented 5 months ago

Is it possible to use fixest to conduct Fama-MacBeth regressions? https://en.wikipedia.org/wiki/Fama%E2%80%93MacBeth_regression

lrberge commented 4 months ago

Possible, surely yes. Will I do it? Likely no. Not sure it should be in this package.