A note on the identification of restricted factor loading matrices
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DOI: 10.1007/BF02295600
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References listed on IDEAS
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- Bai, Jushan & Wang, Peng, 2014. "Identification theory for high dimensional static and dynamic factor models," Journal of Econometrics, Elsevier, vol. 178(2), pages 794-804.
- Maurizio Daniele & Julie Schnaitmann, 2019. "A Regularized Factor-augmented Vector Autoregressive Model," Papers 1912.06049, arXiv.org.
- Andres Sagner, 2020. "High Dimensional Quantile Factor Analysis," Working Papers Central Bank of Chile 886, Central Bank of Chile.
- Kaufmann, Sylvia & Schumacher, Christian, 2019. "Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification," Journal of Econometrics, Elsevier, vol. 210(1), pages 116-134.
- Bai, Jushan & Ng, Serena, 2013. "Principal components estimation and identification of static factors," Journal of Econometrics, Elsevier, vol. 176(1), pages 18-29.
- 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.
- Yuefeng Han & Dan Yang & Cun-Hui Zhang & Rong Chen, 2021. "CP Factor Model for Dynamic Tensors," Papers 2110.15517, arXiv.org, revised Apr 2024.
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Keywords
identification; orthogonal rotation; confirmatory factor analysis;All these keywords.
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