Instrumental variables in factor analysis
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References listed on IDEAS
- W. Gibson, 1960. "Remarks on tucker's inter-battery method of factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 25(1), pages 19-25, March.
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- Robert Jennrich, 1986. "A gauss-newton algorithm for exploratory factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 51(2), pages 277-284, June.
- Heckman, James J. & Humphries, John Eric & Veramendi, Gregory, 2016. "Dynamic treatment effects," Journal of Econometrics, Elsevier, vol. 191(2), pages 276-292.
- Kenneth Bollen, 1996. "An alternative two stage least squares (2SLS) estimator for latent variable equations," Psychometrika, Springer;The Psychometric Society, vol. 61(1), pages 109-121, March.
- Bruce N. Lehmann & David M. Modest, 1985. "The Empirical Foundations of the Arbitrage Pricing Theory II: The Optimal Construction of Basis Portfolios," NBER Working Papers 1726, National Bureau of Economic Research, Inc.
- repec:sbe:breart:v:30:y:2010:i:2:a:3673 is not listed on IDEAS
- Bruce N. Lehmann & David M. Modest, 2003. "Diversification and the Optimal Construction of Basis Portfolios," NBER Working Papers 9461, National Bureau of Economic Research, Inc.
- Kenneth Bollen & Stanislav Kolenikov & Shawn Bauldry, 2014. "Model-Implied Instrumental Variable—Generalized Method of Moments (MIIV-GMM) Estimators for Latent Variable Models," Psychometrika, Springer;The Psychometric Society, vol. 79(1), pages 20-50, January.
- Heaton, Chris & Solo, Victor, 2012. "Estimation of high-dimensional linear factor models with grouped variables," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 348-367.
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