Fama and French (2015) Time Series Apprach

[Saif Ullah]

I am comparing results of Fama and Frech (2015) Time series approach and Fama and Macbeth (1973) two steps approach. The results of Fama and Macbeth (1973) can be computed by using asreg or xtfmb comand. Can someone please explain that how to test procedure of Fama and Frech (2015). I know the equations from the paper but unable to apply these equations here in stata. Thanks for your help

[Phil Bromiley]

You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output (fixed spacing fonts help) and sample data using dataex.

Many of us are not from your area - at the least include a full citation for any papers, and it is much better to explain what you want in the text of your posting. We're more likely to read your posting than to search out a paper to read to help you. It also help if we can see you've made an effort to solve your problem (shown in your posted code and output) rather than just asking us.