IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS

Related Items (5)

Identifying an earnings process with dependent contemporaneous income shocks ⋮ Recovering Latent Variables by Matching ⋮ Time-varying unobserved heterogeneity in earnings shocks ⋮ Dynamic deconvolution and identification of independent autoregressive sources ⋮ Identification of the linear factor model

Uses Software

FastICA

Cites Work

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