NO.PZ2023040601000014
问题如下：
Lam tells Cheung: An advantage of statistical factor models is that they make minimal assumptions, and therefore, statistical factor model estimation lends itself to easier interpretation than macroeconomic and fundamental factor models.
Is Lam’s comment regarding statistical factor models correct?
选项：
A.
Yes
B.
No, because he is incorrect with respect to interpretation of the models’ results
C.
No, because he is incorrect with respect to the models’ assumptions
解释：
An advantage of statistical factor models is that they make minimal assumptions. However, the interpretation of statistical factors is generally more difficult than the interpretation of macroeconomic and fundamental factor models.
统计学模型，不是需要大量假设吗？
