Metadata-Version: 2.1
Name: bayesfm
Version: 0.1
Summary: Bayesian Fama-MacBeth Regressions
Author: Svetlana Bryzgalova, Jiantao Huang, Christian Julliard
Maintainer: Gustavo Amarante
Maintainer-email: developer@dsgepy.com
Keywords: asset pricing,factor models,risk premia,bayesian methods
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: pandas
Requires-Dist: scipy
Requires-Dist: numpy
Requires-Dist: matplotlib


# bayesfm - Bayesian Fama-MacBeth

Implementation of ["Bayesian Fama-MacBeth Regressions"](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4989615)
from Bryzgalova, Huang and Julliard (2024).
