Hi Statalisters
I have three independent variables (Rm-Rf, SMB and HML) Fama-French variables in time series form (each 251 time points) and returns variables in unbalanced panel data form (1500 firms and 251 time points)
In one step, How can I run 1500 regressions (regression for each firm)?
Since I need coefficients for each firm?
any help will be greatly appreaciated
I have three independent variables (Rm-Rf, SMB and HML) Fama-French variables in time series form (each 251 time points) and returns variables in unbalanced panel data form (1500 firms and 251 time points)
In one step, How can I run 1500 regressions (regression for each firm)?
Since I need coefficients for each firm?
any help will be greatly appreaciated
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