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A note on a sufficiency condition for uniqueness of a restricted factor matrix

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  • James Dunn
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    File URL: http://hdl.handle.net/10.1007/BF02291181
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    Bibliographic Info

    Article provided by Springer in its journal Psychometrika.

    Volume (Year): 38 (1973)
    Issue (Month): 1 (March)
    Pages: 141-143

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    Handle: RePEc:spr:psycho:v:38:y:1973:i:1:p:141-143

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    Cited by:
    1. 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.
    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. Gabriele Fiorentini & Enrique Sentana, 2012. "Tests For Serial Dependence In Static, Non-Gaussian Factor Models," Working Papers wp2012_1211, CEMFI.
    5. James Algina, 1980. "A note on identification in the oblique and orthogonal factor analysis models," Psychometrika, Springer, vol. 45(3), pages 393-396, September.
    6. Carel Peeters, 2012. "Rotational Uniqueness Conditions Under Oblique Factor Correlation Metric," Psychometrika, Springer, vol. 77(2), pages 288-292, April.
    7. King, Mervyn & Sentana, Enrique & Wadhwani, Sushil, 1994. "Volatility and Links between National Stock Markets," Econometrica, Econometric Society, vol. 62(4), pages 901-33, July.
    8. Ab Mooijaart, 1985. "Factor analysis for non-normal variables," Psychometrika, Springer, vol. 50(3), pages 323-342, September.
    9. 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.

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