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Identification in restricted factor models and the evaluation of rank conditions

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  • Bekker, Paul A.

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  • 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.
    • Handle: RePEc:eee:econom:v:41:y:1989:i:1:p:5-16
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    Cited by:

    1. Benjamin Williams, 2018. "Identification of the Linear Factor Model," Working Papers 2018-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    2. George Halkos & Kyriaki Tsilika, 2015. "Programming Identification Criteria in Simultaneous Equation Models," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 157-170, June.
    3. 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.
    4. 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.
    5. Sylvia Frühwirth-Schnatter & Darjus Hosszejni & Hedibert Freitas Lopes, 2023. "When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures," Econometrics, MDPI, vol. 11(4), pages 1-30, November.
    6. Terence Reilly, 1995. "A Necessary and Sufficient Condition for Identification of Confirmatory Factor Analysis Models of Factor Complexity One," Sociological Methods & Research, , vol. 23(4), pages 421-441, May.
    7. Timo Bechger & Norman Verhelst & Huub Verstralen, 2001. "Identifiability of nonlinear logistic test models," Psychometrika, Springer;The Psychometric Society, vol. 66(3), pages 357-371, September.
    8. Gabriele Fiorentini & Enrique Sentana, 2009. "Dynamic Specification Tests for Static Factor Models," Working Papers wp2009_0912, CEMFI.
    9. 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.
    10. Peter Molenaar & Jan Gooijer & Bernhard Schmitz, 1992. "Dynamic factor analysis of nonstationary multivariate time series," Psychometrika, Springer;The Psychometric Society, vol. 57(3), pages 333-349, September.
    11. Wai Chan & Peter M. Bentler, 1993. "The Covariance Structure Analysis of Ipsative Data," Sociological Methods & Research, , vol. 22(2), pages 214-247, November.
    12. Sylvia Fruhwirth-Schnatter & Darjus Hosszejni & Hedibert Freitas Lopes, 2023. "When it counts -- Econometric identification of the basic factor model based on GLT structures," Papers 2301.06354, arXiv.org.
    13. Alexandru Cernat & Daniel L. Oberski, 2022. "Estimating stochastic survey response errors using the multitrait‐multierror model," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(1), pages 134-155, January.
    14. Gabriele Fiorentini & Enrique Sentana, 2012. "Tests for Serial Dependence in Static, Non-Gaussian Factor Models," Working Papers wp2012_1211, CEMFI.

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