Man pages for BayesianFactorZoo
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
| BayesianFM | Bayesian Fama-MacBeth |
| BayesianSDF | Bayesian estimation of Linear SDF (B-SDF) |
| BFactor_zoo_example | Simulated Example Dataset *'BFactor_zoo_example'* |
| continuous_ss_sdf | SDF model selection with continuous spike-and-slab prior |
| continuous_ss_sdf_v2 | SDF model selection with continuous spike-and-slab prior... |
| dirac_ss_sdf_pvalue | Hypothesis testing for risk prices (Bayesian p-values) with... |
| psi_to_priorSR | Mapping psi ('psi0') to the prior Sharpe ratio of factors... |
| SDF_gmm | GMM Estimates of Factors' Risk Prices under the Linear SDF... |
| Two_Pass_Regression | Fama MacBeth Two-Pass Regression |
