How to make a three dimensional matrix
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Wietze Zijpp
le 6 Avr 2022
Réponse apportée : Dyuman Joshi
le 7 Avr 2022
Suppose I have the following
function [G,Tstat,P] = Fama_MacBeth(X,Y)
% Inputs:
% X is the matrix of explenatory variables of dimensions TxNxK, where T is
% the sample size, N is the number of assets, and k is the number of
% independent variables;
% Y is the matrix of excess returns of dimensions TxN;
Now I have my data Y of size T x N and X of size T x N.
I know that k = 3. However , how do I transform my matrix X such that it becomes T x N x 3
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