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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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    File URL: http://www.sciencedirect.com/science/article/B6VC0-3VWPP1Y-R/2/d74ea9e87af0937ff75681ed4878ee78
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    Bibliographic Info

    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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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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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. Griliches, Zvi & Hausman, Jerry A., 1986. "Errors in variables in panel data," Journal of Econometrics, Elsevier, vol. 31(1), pages 93-118, February.
    3. Edward Leamer, 1906. "Errors in Variables in Linear Systems," UCLA Economics Working Papers 406, UCLA Department of Economics.
    4. Paul Bekker, 1986. "A note on the identification of restricted factor loading matrices," Psychometrika, Springer, vol. 51(4), pages 607-611, December.
    5. 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.
    6. 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.
    7. Richard, Jean-Francois, 1975. "A note on the information matrix of the multivariate normal distribution," Journal of Econometrics, Elsevier, vol. 3(1), pages 57-60, February.
    8. Wegge, Leon L, 1978. "Constrained Indirect Least Squares Estimators," Econometrica, Econometric Society, vol. 46(2), pages 435-49, March.
    9. 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.
    10. Robert Jennrich, 1978. "Rotational equivalence of factor loading matrices with specified values," Psychometrika, Springer, vol. 43(3), pages 421-426, September.
    11. 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.
    12. Geraci, Vincent J., 1976. "Identification of simultaneous equation models with measurement error," Journal of Econometrics, Elsevier, vol. 4(3), pages 263-283, August.
    13. Goldberger, Arthur S, 1972. "Structural Equation Methods in the Social Sciences," Econometrica, Econometric Society, vol. 40(6), pages 979-1001, November.
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    Cited by:
    1. Gabriele Fiorentini & Enrique Sentana, 2009. "Dynamic Specification Tests For Static Factor Models," Working Papers wp2009_0912, CEMFI.
    2. 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.
    3. Gabriele Fiorentini & Enrique Sentana, 2012. "Tests For Serial Dependence In Static, Non-Gaussian Factor Models," Working Papers wp2012_1211, CEMFI.
    4. 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.

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