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  • Showing multiple regressions in a table

    I have multiple regressions of the forward operators of the variable FTSE100, where I am regressing UKIS on F1.FTSE100, F2.FTSE100 up to F5.FTSE100. How can I show the P>t part of the regression table only in one large table with each dependent variable?

  • #2
    Customary tables are generally hard to craft.

    You generally can collect whatever results you want in a matrix, and then output the matrix. This is the method I used in Kolev, G. I., & Karapandza, R. (2017). Out-of-sample equity premium predictability and sample split–invariant inference. Journal of Banking & Finance, 84, 188-201
    because nobody had thought of designing a package that outputs exactly what I want.

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