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shivinder
Topic Author
Posts: 4
Joined: June 26th, 2007, 6:08 pm

Papers for Weighted Regression

November 28th, 2007, 10:47 pm

Hey ,I am trying to put a time decay factor in my Factor Model. I was wondering if anyone new of any good papers that might help me understand weighted regressions a little better.Thank you in advance shiv
 
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CTD
Posts: 28
Joined: October 24th, 2007, 3:31 pm

Papers for Weighted Regression

November 30th, 2007, 5:47 pm

Are you talking about weighted least squares? A simple wiki- search yields some useful info...Google is your friend in this case.
 
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terryzz24
Posts: 27
Joined: November 9th, 2006, 9:28 am

Papers for Weighted Regression

December 3rd, 2007, 5:11 pm

There's a weighted regression toolbox in Matlab very useful. I'm using it as well.
Last edited by terryzz24 on December 2nd, 2007, 11:00 pm, edited 1 time in total.
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