Identification, estimation and testing of conditionally heteroskedastic factor models (Q5942680): Difference between revisions

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+Identification in restricted factor models and the evaluation of rank conditions
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+Identification, estimation and testing of conditionally heteroskedastic factor models
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+The relation between conditionally heteroskedastic factor models and factor GARCH models
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+Local identifiability of the factor analysis and measurement error model parameter
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+https://doi.org/10.1016/s0304-4076(01)00051-3
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+Publication:5942680