In the framework of my thesis in asset pricing, I would like to display in one table the coefficients and t-value for several regressions using the same independent variables each time (in this case the Fama-French factors) but each time on the returns of different portfolios which are my dependent variables. In addition to displaying the coefficients and t-values, the coefficients and t-values should be ordered with respect to the portfolios against which the regression is performed. Ideally, it should be displayed as the attached example from the paper by Gharghori et al (Are the fama-french factors proxying for default risk, 2007). Could someone put me on the right track? I can't find anything on the subject for Stata.
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