Frühwirth-Schnatter, Sylvia; Hosszejni, Darjus; Lopes, … - In: Econometrics : open access journal 11 (2023) 4, pp. 1-30
triangular (PLT) constraint. To fill this gap, we review the advantages of variance identification in simple factor analysis and … variance identification under GLT structures, and we demonstrate that within this model class, the unknown number of common …