Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series
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Bibliographic InfoArticle provided by Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association in its journal International Economic Review.
Volume (Year): 22 (1981)
Issue (Month): 1 (February)
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- Roberto Tatiwa Ferreira & Herman Bierens & Ivan Castelar, 2005. "Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 6(3), pages 261-292.
- Ruey Yau, 2004. "Macroeconomic Forecasting with Independent Component Analysis," Econometric Society 2004 Far Eastern Meetings 741, Econometric Society.
- Pedro Galeano & Daniel Peña, 2001. "Multivariate Analysis In Vector Time Series," Statistics and Econometrics Working Papers ws012415, Universidad Carlos III, Departamento de Estadística y Econometría.
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