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Identification in restricted factor models and the evaluation of rank conditions

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  • Bekker, Paul A.
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    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 41 (1989)
    Issue (Month): 1 (May)
    Pages: 5-16

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    Handle: RePEc:eee:econom:v:41:y:1989:i:1:p:5-16

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    Web page: http://www.elsevier.com/locate/jeconom

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    Cited by:
    1. Gabriele Fiorentini & Enrique Sentana Iváñez, 1997. "Identification, estimation and testing of conditionally heteroskedastic factor models," Working Papers. Serie AD 1997-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    2. Gabriele Fiorentini & Enrique Sentana, 2010. "Dynamic Specification Tests for Static Factor Models," Working Paper Series 04_10, The Rimini Centre for Economic Analysis.
    3. Wegge, Leon L., 1996. "Local identifiability of the factor analysis and measurement error model parameter," Journal of Econometrics, Elsevier, vol. 70(2), pages 351-382, February.
    4. Timo Bechger & Norman Verhelst & Huub Verstralen, 2001. "Identifiability of nonlinear logistic test models," Psychometrika, Springer, vol. 66(3), pages 357-371, September.
    5. Ivaldi, Marc & Monier-Dilhan, Sylvette & Simioni, Michel, 1995. "Stochastic production frontiers and panel data: A latent variable framework," European Journal of Operational Research, Elsevier, vol. 80(3), pages 534-547, February.
    6. Peter Molenaar & Jan Gooijer & Bernhard Schmitz, 1992. "Dynamic factor analysis of nonstationary multivariate time series," Psychometrika, Springer, vol. 57(3), pages 333-349, September.
    7. Gabriele Fiorentini & Enrique Sentana, 2012. "Tests For Serial Dependence In Static, Non-Gaussian Factor Models," Working Papers wp2012_1211, CEMFI.

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