Local identifiability of the factor analysis and measurement error model parameter
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- Sentana, Enrique & Fiorentini, Gabriele, 2001.
"Identification, estimation and testing of conditionally heteroskedastic factor models,"
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- 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).
- Gabriele Fiorentini & Enrique Sentana, 2009.
"Dynamic Specification Tests for Static Factor Models,"
- Gabriele Fiorentini & Enrique Sentana, 2010. "Dynamic Specification Tests for Static Factor Models," Working Paper series 04_10, Rimini Centre for Economic Analysis.
- 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.
- Abul Naga, Ramses H., 1997. "Prediction and sufficiency in the model factor analysis," LSE Research Online Documents on Economics 6597, London School of Economics and Political Science, LSE Library.
- Gabriele Fiorentini & Enrique Sentana, 2012. "Tests for Serial Dependence in Static, Non-Gaussian Factor Models," Working Papers wp2012_1211, CEMFI.
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