A note on a sufficiency condition for uniqueness of a restricted factor matrix
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Bibliographic InfoArticle provided by Springer in its journal Psychometrika.
Volume (Year): 38 (1973)
Issue (Month): 1 (March)
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Web page: http://www.springerlink.com/link.asp?id=112911
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- Sentana, Enrique & Fiorentini, Gabriele, 2001.
"Identification, estimation and testing of conditionally heteroskedastic factor models,"
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Elsevier, vol. 102(2), pages 143-164, June.
- 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).
- Sentana, E. & Fiorentini, G., 1997. "Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model," Papers 9709, Centro de Estudios Monetarios Y Financieros-.
- 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.
- 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.
- Gabriele Fiorentini & Enrique Sentana, 2012. "Tests For Serial Dependence In Static, Non-Gaussian Factor Models," Working Papers wp2012_1211, CEMFI.
- James Algina, 1980. "A note on identification in the oblique and orthogonal factor analysis models," Psychometrika, Springer, vol. 45(3), pages 393-396, September.
- Carel Peeters, 2012. "Rotational Uniqueness Conditions Under Oblique Factor Correlation Metric," Psychometrika, Springer, vol. 77(2), pages 288-292, April.
- King, Mervyn & Sentana, Enrique & Wadhwani, Sushil, 1994.
"Volatility and Links between National Stock Markets,"
Econometric Society, vol. 62(4), pages 901-33, July.
- Mervyn King & Enrique Sentana & Sushil Wadhwani, 1990. "Volatiltiy and Links Between National Stock Markets," NBER Working Papers 3357, National Bureau of Economic Research, Inc.
- Ab Mooijaart, 1985. "Factor analysis for non-normal variables," Psychometrika, Springer, vol. 50(3), pages 323-342, September.
- Michel Normandin & Louis Phaneuf, 1996.
"The Liquidity Effect: Testing Identification Conditions Under Time-Varying Conditional Volatility,"
Cahiers de recherche CREFE / CREFE Working Papers
40, CREFE, Université du Québec à Montréal.
- Michel Normandin & Louis Phaneuf, 1996. "The Liquidity Effect: Testing Identification Conditions Under Time-Varying Conditional Volatility," Econometrics 9607001, EconWPA.
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