Bayesian exploratory factor analysis

Journal of Econometrics

Volumn 183, Issue 1, 2014, Pages 31-57

  Conti, Gabriella ^a   Frühwirth Schnatter, Sylvia ^b   Heckman, James J ^c,d   Piatek, Rémi ^e  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

^b VIENNA UNIVERSITY OF ECONOMICS AND BUSINESS   (Austria)

^c UNIVERSITY OF CHICAGO   (United States)

^d AMERICAN BAR FOUNDATION   (United States)

^e UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Bayesian factor models; Exploratory factor analysis; Identifiability; Marginal data augmentation; Model expansion; Model selection

Indexed keywords

BAYESIAN NETWORKS; MULTIVARIANT ANALYSIS;

BAYESIAN FACTOR MODELS; EXPLORATORY FACTOR ANALYSIS; IDENTIFIABILITY; MARGINAL DATA; MODEL EXPANSION; MODEL SELECTION;

FACTOR ANALYSIS;

EID: 84908248026     PISSN: 03044076     EISSN: 18726895     Source Type: Journal    
DOI: 10.1016/j.jeconom.2014.06.008     Document Type: Article

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