Identification of the linear factor model

DOI10.1080/07474938.2018.1550042zbMath1490.62149OpenAlexW2901532656MaRDI QIDQ5860978

Benjamin Williams

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2018.1550042

zbMATH Keywords

identificationlatent variablesfactor analysisfactor modelcorrelated factors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25)

Related Items (3)

Time-varying unobserved heterogeneity in earnings shocks ⋮ Dynamic deconvolution and identification of independent autoregressive sources ⋮ Treatment effects in interactive fixed effects models with a small number of time periods

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