On identification of multi-factor models with correlated residuals.

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Bibliographic Details
Title: On identification of multi-factor models with correlated residuals.
Authors: Grzebyk, Michel, Wild, Pascal, Chouanière, Dominique
Source: Biometrika; Mar2004, Vol. 91 Issue 1, p141-151, 11p
Database: Applied Science & Technology Source
Description
ISSN:00063444
DOI:10.1093/biomet/91.1.141