学同学2025-08-03 22:09:32
这里两个回答是有矛盾的,Including nonlinear terms on the right-hand side of factor regressions. Common specifications include quadratic terms, like rt 2, or option-like terms like max(rt, 0)这段话是应该放在Examine Non-tradeable Nonlinearities下面,还是应该放在Include Tradeable Nonlinear Factors,请再次确认,如果讲义有问题,劳烦花点时间更新下
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苏学科2025-08-04 20:14:05
同学你好,讲义是有问题的,这道题目是正确的,感谢您的建议,后续会改正
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