Home / Business & Management / Business Technology / R for Regression and Machine Learning in Investment / Analyzing Data Using Fama-Macbeth Regression – Part 1.
Analyzing Data Using Fama-Macbeth Regression – Part 1.
Understand the rolling window analysis and analyze the history of factor exposures using Fama-Macbeth regression.
Analyzing Data Using Fama-Macbeth Regression – Part 1. (4min)
- Use panel data and Fama-Macbeth regression.
- Understand the concept of rolling window analysis and find out about the history of factor exposures.
- Use Nasdaq 100 and Fama French 5 factors to construct a Fama-Macbeth regression model.
This article is from the online course:
R for Regression and Machine Learning in Investment
Created by
This article is from the free online
R for Regression and Machine Learning in Investment
Reach your personal and professional goals
Unlock access to hundreds of expert online courses and degrees from top universities and educators to gain accredited qualifications and professional CV-building certificates.
Join over 18 million learners to launch, switch or build upon your career, all at your own pace, across a wide range of topic areas.
