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The use of factor analysis in the statistical analysis of multiple time series

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  • T. Anderson
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    File URL: http://hdl.handle.net/10.1007/BF02289543
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    Bibliographic Info

    Article provided by Springer in its journal Psychometrika.

    Volume (Year): 28 (1963)
    Issue (Month): 1 (March)
    Pages: 1-25

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    Handle: RePEc:spr:psycho:v:28:y:1963:i:1:p:1-25

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    Cited by:
    1. Arthur Goldberger, 1971. "Econometrics and psychometrics: A survey of communalities," Psychometrika, Springer, vol. 36(2), pages 83-107, June.
    2. Bettina Becker & Stephen G. Hall, 2009. "How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe," Discussion Papers in Economics 09/1, Department of Economics, University of Leicester.
    3. Bettina Becker & Stephen G. Hall, 2009. "A new look at economic convergence in Europe: a common factor approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 85-97.
    4. Clifford Lam & Qiwei Yao, 2012. "Factor modeling for high-dimensional time series: inference for the number of factors," LSE Research Online Documents on Economics 45684, London School of Economics and Political Science, LSE Library.
    5. Márkus, Lászlo & Berke, Olaf & Kovács, József & Urfer, Wolfgang, 1998. "Analysis of spatial structure of latent effects governing hydrogeological phenomena," Technical Reports 1998,37, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    6. Chou, Chih-Ping & Yang, Dongyun & Pentz, Mary Ann & Hser, Yih-Ing, 2004. "Piecewise growth curve modeling approach for longitudinal prevention study," Computational Statistics & Data Analysis, Elsevier, vol. 46(2), pages 213-225, June.
    7. Karl Jöreskog, 1978. "Structural analysis of covariance and correlation matrices," Psychometrika, Springer, vol. 43(4), pages 443-477, December.
    8. Ortega, Jose Antonio & Poncela, Pilar, 2005. "Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models," International Journal of Forecasting, Elsevier, vol. 21(3), pages 539-550.
    9. Gilbert, Paul D. & Meijer, Erik, 2005. "Time Series Factor Analysis with an Application to Measuring Money," Research Report 05F10, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    10. Peter Molenaar, 1985. "A dynamic factor model for the analysis of multivariate time series," Psychometrika, Springer, vol. 50(2), pages 181-202, June.
    11. Clifford Lam & Qiwei Yao & Neil Bathia, 2011. "Estimation of latent factors for high-dimensional time series," LSE Research Online Documents on Economics 31549, London School of Economics and Political Science, LSE Library.
    12. Peter Molenaar & John Nesselroade, 2001. "Rotation in the dynamic factor modeling of multivariate stationary time series," Psychometrika, Springer, vol. 66(1), pages 99-107, March.
    13. William Meredith & John Tisak, 1990. "Latent curve analysis," Psychometrika, Springer, vol. 55(1), pages 107-122, March.
    14. Marieke Timmerman & Henk Kiers, 2003. "Four simultaneous component models for the analysis of multivariate time series from more than one subject to model intraindividual and interindividual differences," Psychometrika, Springer, vol. 68(1), pages 105-121, March.

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