Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10005155566
Orthonormality constraints are common in reduced rank models. They imply that matrix-variate parameters are given as orthonormal column vectors. However, these orthonormality restrictions do not provide identification for all parameters. For this setup, we show how the remaining identification...
Persistent link: https://www.econbiz.de/10015124955