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