Timeline for Factor model assumptions
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 30, 2014 at 14:33 | comment | added | Hans | Are you trying to estimate $F$ the factors, or $B$ the coefficients given $F$? The latter is regression or equivalently MLE. | |
| Sep 28, 2014 at 22:08 | comment | added | vdesai | Could you comment on how to estimate this model? For example, we could estimate $a, F$ using least squares and by assuming $\epsilon$'s is independent and normally distributed, we can think of the least squares as doing MLE. | |
| Sep 27, 2014 at 18:33 | history | edited | Hans | CC BY-SA 3.0 |
added 4 characters in body
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| Sep 27, 2014 at 14:18 | vote | accept | vdesai | ||
| Sep 25, 2014 at 15:39 | history | answered | Hans | CC BY-SA 3.0 |