Search Results - subject:"Local Identification"

Specification testing for conditional moment restrictions under local identification failure

Dovonon, Prosper; Gospodinov, Nikolaj - In: Quantitative economics : QE ; journal of the … 15 (2024) 3, pp. 849-891

first-order local identification failure with dependent data. More specifically, we obtain conditions under which the … include extending the first- and second-order local identification framework to models defined by conditional moment … conventional specification test for conditional moment restrictions retains its standard normal limit when first-order local …

Persistent link: https://www.econbiz.de/10015053885

A geometric approach to factor model identification

Kaufmann, Sylvia; Pape, Markus - 2025

We use the geometric representation of factor models to represent the factor loading structure by sets corresponding to unit-specific non-zero loadings. We formulate global and local, rotational identification conditions based on set conditions. We propose two algorithms to efficiently evaluate...

Persistent link: https://www.econbiz.de/10015191916

A geometric approach to factor model identification

Kaufmann, Sylvia; Pape, Markus - 2025

Persistent link: https://www.econbiz.de/10015325516

A geometric approach to factor model identification

Kaufmann, Sylvia; Pape, Markus - 2024

unit-specific non-zero loadings. We formulate global and local identification conditions based on set conditions. We …

Persistent link: https://www.econbiz.de/10015117603

A geometric approach to factor model identification

Kaufmann, Sylvia; Pape, Markus - 2024

unit-specific non-zero loadings. We formulate global and local identification conditions based on set conditions. We …

Persistent link: https://www.econbiz.de/10015084328

Locally- but not Globally-identified SVARs

Bacchiocchi, Emanuele; Kitagawa, Toru - 2022

This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not globally. In this case there exists a set of isolated structural parameter points that are observationally equivalent under the imposed restrictions. Although the...

Persistent link: https://www.econbiz.de/10013394355

Locally- but not Globally-identified SVARs

Bacchiocchi, Emanuele; Kitagawa, Toru - 2022 - This draft: 5 April 2022

Persistent link: https://www.econbiz.de/10013256386

Multilokalität, raumbezogene Einstellungen und lokales Handeln

Petzold, Knut - In: Multilokale Lebensführungen und räumliche …, (pp. 286-291). 2020

Im soziologischen Forschungsprojekt "Multilokalität, raumbezogene Einstellungen und lokales Handeln" wurde untersucht, unter welchen Bedingungen multilokale Akteure kognitiv-emotionale Identifikationen mit ihren Wohnorten entwickeln und wie diese lokale Handlungen, etwa lokalen Konsum und...

Persistent link: https://www.econbiz.de/10012219979

Locally- but not globally-identified SVAR

Bacchiocchi, Emanuele; Kitagawa, Toru - 2020

Persistent link: https://www.econbiz.de/10012621117

Multilokalität, raumbezogene Einstellungen und lokales Handeln

Petzold, Knut - In: Multilokale Lebensführungen und räumliche …, (pp. 286-291). 2020

Persistent link: https://www.econbiz.de/10012217350