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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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  • James Dunn, 1973. "A note on a sufficiency condition for uniqueness of a restricted factor matrix," Psychometrika, Springer;The Psychometric Society, vol. 38(1), pages 141-143, March.
    • Handle: RePEc:spr:psycho:v:38:y:1973:i:1:p:141-143
    DOI: 10.1007/BF02291181
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    Cited by:

    1. Gabriele Fiorentini & Enrique Sentana, 2009. "Dynamic Specification Tests for Static Factor Models," Working Papers wp2009_0912, CEMFI.
    2. 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.
    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. Kenneth A. Bollen & Karl G. Jã–Reskog, 1985. "Uniqueness does not Imply Identification," Sociological Methods & Research, , vol. 14(2), pages 155-163, November.
    5. King, Mervyn & Sentana, Enrique & Wadhwani, Sushil, 1994. "Volatility and Links between National Stock Markets," Econometrica, Econometric Society, vol. 62(4), pages 901-933, July.
    6. Carel Peeters, 2012. "Rotational Uniqueness Conditions Under Oblique Factor Correlation Metric," Psychometrika, Springer;The Psychometric Society, vol. 77(2), pages 288-292, April.
    7. Ab Mooijaart, 1985. "Factor analysis for non-normal variables," Psychometrika, Springer;The Psychometric Society, vol. 50(3), pages 323-342, September.
    8. Darjus Hosszejni & Sylvia Fruhwirth-Schnatter, 2022. "Cover It Up! Bipartite Graphs Uncover Identifiability in Sparse Factor Analysis," Papers 2211.00671, arXiv.org, revised Nov 2022.
    9. Ronald S. Burt & Michael G. Fischer & Kenneth P. Christman, 1979. "Structures of Well-Being," Sociological Methods & Research, , vol. 8(1), pages 111-120, August.
    10. James Algina, 1980. "A note on identification in the oblique and orthogonal factor analysis models," Psychometrika, Springer;The Psychometric Society, vol. 45(3), pages 393-396, September.
    11. 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.
    12. 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.
    13. Gabriele Fiorentini & Enrique Sentana, 2012. "Tests for Serial Dependence in Static, Non-Gaussian Factor Models," Working Papers wp2012_1211, CEMFI.
    14. Tsung-I Lin & I-An Chen & Wan-Lun Wang, 2023. "A robust factor analysis model based on the canonical fundamental skew-t distribution," Statistical Papers, Springer, vol. 64(2), pages 367-393, April.
    15. Gregor Kastner & Sylvia Fruhwirth-Schnatter & Hedibert Freitas Lopes, 2016. "Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models," Papers 1602.08154, arXiv.org, revised Jul 2017.

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