Identification in restricted factor models and the evaluation of rank conditions
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 41 (1989)
Issue (Month): 1 (May)
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Web page: http://www.elsevier.com/locate/jeconom
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- Gabriele Fiorentini & Enrique Sentana, 2010.
"Dynamic Specification Tests for Static Factor Models,"
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04_10, The Rimini Centre for Economic Analysis.
- Gabriele Fiorentini & Enrique Sentana, 2009. "Dynamic Specification Tests For Static Factor Models," Working Papers wp2009_0912, CEMFI.
- Gabriele Fiorentini & Enrique Sentana Iváñez, 1997.
"Identification, estimation and testing of conditionally heteroskedastic factor models,"
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1997-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Sentana, Enrique & Fiorentini, Gabriele, 2001. "Identification, estimation and testing of conditionally heteroskedastic factor models," Journal of Econometrics, Elsevier, vol. 102(2), pages 143-164, June.
- Sentana, E. & Fiorentini, G., 1997. "Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model," Papers 9709, Centro de Estudios Monetarios Y Financieros-.
- Timo Bechger & Norman Verhelst & Huub Verstralen, 2001. "Identifiability of nonlinear logistic test models," Psychometrika, Springer, vol. 66(3), pages 357-371, September.
- Gabriele Fiorentini & Enrique Sentana, 2012. "Tests For Serial Dependence In Static, Non-Gaussian Factor Models," Working Papers wp2012_1211, CEMFI.
- 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.
- Peter Molenaar & Jan Gooijer & Bernhard Schmitz, 1992. "Dynamic factor analysis of nonstationary multivariate time series," Psychometrika, Springer, vol. 57(3), pages 333-349, September.
- 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.
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