You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7 Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Dear Safa, can you extend this example to the case of multiple regression? I am estimating factor risk exposures for a portfolio of asst through multiple regression and my gues is that in many cases ols estimators give strange result, so I would be happy to double check them through Jackfire. Thank you!
You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Great video and visualization with excel
Excellent tutorial, thnx! Can it please be continued?
Thank you so much! Video suggestion: Bayesian regression
Dear Safa, can you extend this example to the case of multiple regression? I am estimating factor risk exposures for a portfolio of asst through multiple regression and my gues is that in many cases ols estimators give strange result, so I would be happy to double check them through Jackfire. Thank you!
Thanks, really useful.
Thanks mate