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 (tradable factors are treated as test assets) |

dirac_ss_sdf_pvalue |
Hypothesis testing for risk prices (Bayesian p-values) with Dirac spike-and-slab prior |

psi_to_priorSR |
Mapping psi ('psi0') to the prior Sharpe ratio of factors ('priorSR'), and vice versa. |

SDF_gmm |
GMM Estimates of Factors' Risk Prices under the Linear SDF Framework |

Two_Pass_Regression |
Fama MacBeth Two-Pass Regression |