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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, Michel1 michel.grzebyk@inrs.fr, Wild, Pascal2 pascal.wild@inrs.fr, Chouanière, Dominique2 dominique.chouaniere@inrs.fr
Source: Biometrika. Mar2004, Vol. 91 Issue 1, p141-151. 11p.
Database: Mathematics Source
Description
ISSN:00063444
DOI:10.1093/biomet/91.1.141