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Local identifiability of the factor analysis and measurement error model parameter

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  • Wegge, Leon L.
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    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 70 (1996)
    Issue (Month): 2 (February)
    Pages: 351-382

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    Handle: RePEc:eee:econom:v:70:y:1996:i:2:p:351-382

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

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    1. Robert Jennrich, 1986. "A gauss-newton algorithm for exploratory factor analysis," Psychometrika, Springer, vol. 51(2), pages 277-284, June.
    2. Klepper, Steven & Leamer, Edward E, 1984. "Consistent Sets of Estimates for Regressions with Errors in All Variables," Econometrica, Econometric Society, vol. 52(1), pages 163-83, January.
    3. Leamer, Edward E, 1987. "Errors in Variables in Linear Systems," Econometrica, Econometric Society, vol. 55(4), pages 893-909, July.
    4. RICHARD, Jean-François, . "A note on the information matrix of the multivariate normal distribution," CORE Discussion Papers RP -207, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. Paul Bekker, 1986. "A note on the identification of restricted factor loading matrices," Psychometrika, Springer, vol. 51(4), pages 607-611, December.
    6. Wegge, Leon L, 1978. "Constrained Indirect Least Squares Estimators," Econometrica, Econometric Society, vol. 46(2), pages 435-49, March.
    7. Goldberger, Arthur S, 1972. "Structural Equation Methods in the Social Sciences," Econometrica, Econometric Society, vol. 40(6), pages 979-1001, November.
    8. James Dunn, 1973. "A note on a sufficiency condition for uniqueness of a restricted factor matrix," Psychometrika, Springer, vol. 38(1), pages 141-143, March.
    9. Griliches, Zvi & Hausman, Jerry A., 1986. "Errors in variables in panel data," Journal of Econometrics, Elsevier, vol. 31(1), pages 93-118, February.
    10. Robert Jennrich, 1978. "Rotational equivalence of factor loading matrices with specified values," Psychometrika, Springer, vol. 43(3), pages 421-426, September.
    11. Bekker, Paul A., 1989. "Identification in restricted factor models and the evaluation of rank conditions," Journal of Econometrics, Elsevier, vol. 41(1), pages 5-16, May.
    12. Zellner, Arnold, 1970. "Estimation of Regression Relationships Containing Unobservable Independent Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(3), pages 441-54, October.
    13. Geraci, Vincent J., 1976. "Identification of simultaneous equation models with measurement error," Journal of Econometrics, Elsevier, vol. 4(3), pages 263-283, August.
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    Cited by:
    1. Gabriele Fiorentini & Enrique Sentana, 2010. "Dynamic Specification Tests for Static Factor Models," Working Paper Series 04_10, The Rimini Centre for Economic Analysis.
    2. 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).
    3. Ramses H. Abul Naga, 1997. "Prediction and Sufficiency in the Model Factor Analysis," STICERD - Distributional Analysis Research Programme Papers 31, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    4. Gabriele Fiorentini & Enrique Sentana, 2012. "Tests For Serial Dependence In Static, Non-Gaussian Factor Models," Working Papers wp2012_1211, CEMFI.

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