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Papers for Weighted Regression
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
Papers for Weighted Regression
Are you talking about weighted least squares? A simple wiki- search yields some useful info...Google is your friend in this case.
Papers for Weighted Regression
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.