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!