Rotational Uniqueness Conditions Under Oblique Factor Correlation Metric
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Volume (Year): 77 (2012)
Issue (Month): 2 (April)
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References listed on IDEAS
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- Geweke, John & Zhou, Guofu, 1996.
"Measuring the Pricing Error of the Arbitrage Pricing Theory,"
Review of Financial Studies,
Society for Financial Studies, vol. 9(2), pages 557-87.
- John Geweke & Guofu Zhou, 1996. "Measuring the Pricing Error of the Arbitrage Pricing Theory," CEMA Working Papers 276, China Economics and Management Academy, Central University of Finance and Economics.
- John Geweke & Guofu Zhou, 1995. "Measuring the pricing error of the arbitrage pricing theory," Staff Report 189, Federal Reserve Bank of Minneapolis.
- Robert Jennrich, 1978. "Rotational equivalence of factor loading matrices with specified values," Psychometrika, Springer, vol. 43(3), pages 421-426, September.
- James Dunn, 1973. "A note on a sufficiency condition for uniqueness of a restricted factor matrix," Psychometrika, Springer, vol. 38(1), pages 141-143, March.
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