Hi, I am using the Fama-MacBeth (1973) cross-sectional regressions (xtfmb command) and am content with my results; however, I want to be able to store the cross-sectional regression coefficients for each time period. Is there a way to extract this information while using the command, or will I need to do this manually by doing a loop with cross-sectional regressions for each time period? I want to avoid the latter because the command already has the coefficients and newly-west standard errors automatically computed.
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