Fama MacBeth 1973: Reproduction, extension, robustification

Journal of Economic and Social Measurement

Volumn 32, Issue 1, 2007, Pages 41-63

  Bailer, Heiko ^a   Martin, R Douglas ^b  

^a ABN AMRO   (United Kingdom)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ESTIMATION METHOD; LEAST SQUARES METHOD; REGRESSION ANALYSIS; STATISTICAL DATA; TRADE-OFF;

EID: 34447270766     PISSN: 07479662     EISSN: None     Source Type: Journal    
DOI: 10.3233/jem-2007-0268     Document Type: Article

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