The factor models we're interested in use linear regression, a statistical method that fits a line through two sets of data, a dependent variable that we want to "explain," and one or more ...

In Sturtevant’s gene map, six traits are arranged along a linear chromosome according to the relative distance of each from trait B. Trait B is located at the far left of the gene map at ...

In this paper, we study the least squares (LS) estimator in a linear panel regression model with unknown number of factors appearing as interactive fixed effects. Assuming that the number of factors ...

An average linear factor is determined by the proportional credit ratings of the bonds in the portfolio. The weighted-average credit rating is then determined by its corresponding linear factor.

While the underlying model has only one risk factor, the nonlinearity of equilibrium dynamics give rise to a multitude of significant principal components, as those are linear factors. Table 4 shows ...