Estimation of factor models

preview_player
Показать описание
This video briefly explains how confirmatory factor analysis models are estimated and what to do when models may not fit the observed data.
  1. Mikko Rönkkö
  2. research methods
  3. statistical analysis
  4. organizational research
Рекомендации по теме
Estimation of factor 0:04:48

Estimation of factor models

Estimation of Fundamental 0:50:45

Estimation of Fundamental Factor Models PCA

Estimate Fama-French 3 0:07:56

Estimate Fama-French 3 Factor Model in Excel

Factor models | 0:01:57

Factor models | Understand FINANCE in 2 minutes

15. Factor Modeling 1:25:49

15. Factor Modeling

Four Factor Model 0:14:30

Four Factor Model Explained and in Excel

Maximum likelihood estimation 0:05:12

Maximum likelihood estimation of factor analysis models - part 1

Arbitrage Pricing Theory 0:22:15

Arbitrage Pricing Theory and Multifactor Models of Risk and Return (FRM P1 – Book 1 – Chapter 12)...

Fama French Three 0:04:41

Fama French Three Factor Model

Fixed and random 0:08:09

Fixed and random effects with Tom Reader

Multifactor Models 0:03:51

Multifactor Models

Multifactor Model 0:18:49

Multifactor Model FF3F Estimation

amv55 - Principal 0:13:19

amv55 - Principal Components Method to estimate Parameters in Factor Analysis Model

Using Multifactor Models 0:51:48

Using Multifactor Models (2024 Level II CFA® Exam – PM–Module 2)

Estimating the Covariance 0:09:40

Estimating the Covariance Matrix with a Factor Model - Advanced Portfolio Construction and Analysis

CFA Level 3 0:22:55

CFA Level 3 | CME: Multi-Factor Models to Estimate Variances and Covariances of Asset Returns

Markus Pelger, Estimating 0:12:06

Markus Pelger, Estimating Asset Pricing Factors

Factor Analysis - 0:07:42

Factor Analysis - an introduction

Factor Models 4: 0:16:10

Factor Models 4: Estimating the CAPM and Decomposing Risk

Maximum likelihood estimation 0:07:17

Maximum likelihood estimation of factor analysis models - fitting function

Maximum likelihood estimation 0:04:12

Maximum likelihood estimation of factor analysis models - part 2

EB4218 Factor 0:18:05

EB4218 Factor Models Assumptions

EBC4218 Factor 0:33:19

EBC4218 Factor Models Estimation by Principal Components end of week 2

Introduction to Factor 0:18:30

Introduction to Factor Models: Systematic Risk and Betas