8.4. Statistical Factor Models Code

preview_player
Показать описание

  1. Roman Davydov
Рекомендации по теме
Backtesting Engine: Statistical 0:05:46

Backtesting Engine: Statistical Factor Models

Fama French Regression 0:19:27

Fama French Regression in Python

Fundamental Factor Model 1:41:59

Fundamental Factor Model in R

A Comparison of 0:47:10

A Comparison of Global Factor Models

Estimating the Covariance 0:09:40

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

Justin Grimmer, 'Naïve 0:49:05

Justin Grimmer, 'Naïve regression requires weaker assumptions than factor models'

Two-factor models in 0:29:12

Two-factor models in R - analysis of a battery lifetime dataset

R - SEM 0:31:23

R - SEM - Hierarchical Confirmatory Factor Analysis Class Assignment

Interpreting regression coefficients 0:05:04

Interpreting regression coefficients in log models part 1

Empirical identification checks 0:11:20

Empirical identification checks (with Stata)

Fundamentals of Statistical 0:07:34

Fundamentals of Statistical Mod & M/c Learn Tech : Compensatng Factor in M/c Learn Mod |packtpub...

Factor variables and 0:39:42

Factor variables and models in R

Applied Multivariate Statistical 1:15:44

Applied Multivariate Statistical Analysis (2023) - Class #14, factor analysis

Deep Learning Lecture 1:04:53

Deep Learning Lecture on Linear Factor Models

The Standard Deviation 0:01:47

The Standard Deviation (and Variance) Explained in One Minute: From Concept to Definition & Form...

Vector Auto Regression 0:07:38

Vector Auto Regression : Time Series Talk

SEM Basics 05 0:07:46

SEM Basics 05 - Path Modeling - Latent Variable Modeling pt.1

Factor Analysis: MGCFA 0:30:28

Factor Analysis: MGCFA Invariance Testing - Slides 10-24

Confirmatory Factor Analysis, 0:11:32

Confirmatory Factor Analysis, CFA in R with lavaan - Fantastic Graphical Model plotting

RFM 2020 Lecture 0:57:26

RFM 2020 Lecture 1(7): Eviews Tutorial (Fama and French six-factor model)

R - SEM 0:39:29

R - SEM - Confirmatory Factor Analysis Class Assignment

R - Hierarchical 0:34:43

R - Hierarchical Confirmatory Factor Analysis Lecture

Introduction to Bayesian 0:39:55

Introduction to Bayesian statistics: From significance testing to Bayes factors

Neil Lawrence: Latent 0:48:39

Neil Lawrence: Latent Variable Models