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is there anyone who would be willing to share a sample code for a fama-macbeth regression in python 3? i couldn't really find anything online that allows me to replicate into my research. thanks in advance

niccolo.melacarne
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  • Does this answer your question? [Fama Macbeth Regression in Python (Pandas or Statsmodels)](https://stackoverflow.com/questions/24074481/fama-macbeth-regression-in-python-pandas-or-statsmodels) – vincenzopalazzo Apr 17 '20 at 17:19
  • not really as the answer suggests to look up the linearModels library at this link https://github.com/bashtage/linearmodels/blob/master/linearmodels/panel/model.py but i think that link is the source code of the library which doesn't really help me. whilst the second part of the answer shows how to manually implement it but im looking more for a guidline on How to use the Fama-MacBeth method in Linearmodels library. – niccolo.melacarne Apr 17 '20 at 21:35

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