Bayesian Analysis of Static and Dynamic Factor Models : An Ex-Post Approach towards the Rotation Problem

Aßmann, ChristianChristianAßmann0000-0002-4827-3150Boysen-Hogrefe, JensJensBoysen-HogrefePape, MarkusMarkusPape2019-09-192016-01-2020160304-4076https://fis.uni-bamberg.de/handle/uniba/40023engBayesian AnalysisStatic Factor ModelsDynamic Factor ModelsRotation ProblemBayesian Analysis of Static and Dynamic Factor Models : An Ex-Post Approach towards the Rotation Problemarticle10.1016/j.jeconom.2015.10.010