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fama macbeth hypothesis testing

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fama macbeth hypothesis testing


I find the attached Fama-Macbeth code from internet. In this case, there is only one explanatory variable. The first part is the original Fama-Macbeth; the second one corrects for Newey -west.

Suppose there are 3 explanatory variables - y z zz

How can I modify the code to test the joint hypothesis that the coefficients of y=z=zz=0?


















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