Yerassyl Assylbekov

3 Questions 7 Answers 0 Followers

Questions related from Yerassyl Assylbekov

Do we regress two times the data to test the Arbitrage Pricing Theory model?

Hi. I am a bit confused in testing the APT model. Many research papers don't explicitly explain the methodology for APT. What I understood is that, 1) Select macro factors, choose the equities...

11 November 2017 7,603 6 View

How to find the best OLS model on R-studio using the "glmulti" or other packages?

Hi. I have more than 20 variables in the OLS regression model and would like to find the best model. By the best I assume it should have the highest possible adjusted R-squared, R-squared...

11 November 2017 2,046 5 View

How to find the beta coefficients in the Multiple Linear Regression Model using the computer soft?

I am working on testing the Arbitrage Pricing Theory. So, I have 5 independent variables, or factors (oil price, inflation, industrial production, FX, stock index) that affect the dependent...

10 October 2017 6,342 6 View