Identification in restricted factor models and the evaluation of rank conditions
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Publication:583771
DOI10.1016/0304-4076(89)90040-7zbMath0692.62049OpenAlexW2092360275MaRDI QIDQ583771
Publication date: 1989
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(89)90040-7
rank conditionJacobian matriceslocal identificationcomputation of the exact rankrestricted factor analysis models
Related Items (8)
Local identifiability of the factor analysis and measurement error model parameter ⋮ Stochastic production frontiers and panel data: A latent variable framework ⋮ Identification of simultaneous equation models with measurement error: a computerized evaluation ⋮ Counting rules for identification in linear structural models ⋮ Dynamic factor analysis of nonstationary multivariate time series ⋮ Identification, estimation and testing of conditionally heteroskedastic factor models ⋮ Identifiability of nonlinear logistic test models ⋮ Identification of the linear factor model
Uses Software
Cites Work
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- Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series
- IDENTIFLABILITY CRITERIA FOR A SYSTEM OF EQUATIONS AS A WHOLE
- Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
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