Hi,
I have tried several Stata packages to perform a Fama_MacBeth regression without constant without success:
- asreg
https://fintechprofessor.com/2019/05...sreg-in-stata/
- xtfmb
net search xtfmb
- fm
https://www.kellogg.northwestern.edu...rogramming.htm
Does anyone knows a package that includes this option? Thanks!
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