Bayesian analysis of static and dynamic factor models : an ex-post approach towards the rotation problem
Christian Aßmann, Jens Boysen-Hogrefe, Markus Pape
| Year of publication: |
May 2016
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|---|---|
| Authors: | Aßmann, Christian ; Boysen-Hogrefe, Jens ; Pape, Markus |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 1, p. 190-206
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| Subject: | Bayesian estimation | Factor models | Multimodality | Rotation problem | Ordering problem | Orthogonal transformation | Bayes-Statistik | Bayesian inference | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.10.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011617144