research
∙
01/16/2023
When it counts – Econometric identification of the basic factor model based on GLT structures
Despite the popularity of factor models with sparse loading matrices, li...
share
research
∙
11/01/2022
Cover It Up! Bipartite Graphs Uncover Identifiability in Sparse Factor Analysis
Despite the popularity of factor models with sparse loading matrices, li...
research
∙
09/03/2021
Bayesian Estimation of the Degrees of Freedom Parameter of the Student-t Distribution—A Beneficial Re-parameterization
In this paper, conditional data augmentation (DA) is investigated for th...
research
∙
06/28/2019
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol
Stochastic volatility (SV) models are nonlinear state-space models that ...
research
∙
01/31/2019