Fama Macbeth panel data regression: "Insufficient number of time periods"

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#1

Hi

I am having trouble with Fama Macbeth panel data regression:

fama <- pmg(excess.return~rmrf+smb+hml+rmw+mom+rsi+roc+bidask, data, index="Dato")

R gives me error message: "Insufficient number of time periods".

Can you help me with this error?

Thanks

#2

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