Rotation in the dynamic factor modeling of multivariate stationary time series
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Bibliographic InfoArticle provided by Springer in its journal Psychometrika.
Volume (Year): 66 (2001)
Issue (Month): 1 (March)
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Web page: http://www.springerlink.com/link.asp?id=112911
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- T. Anderson, 1963. "The use of factor analysis in the statistical analysis of multiple time series," Psychometrika, Springer, vol. 28(1), pages 1-25, March.
- Peter Molenaar, 1985. "A dynamic factor model for the analysis of multivariate time series," Psychometrika, Springer, vol. 50(2), pages 181-202, June.
- Peter Molenaar & Jan Gooijer & Bernhard Schmitz, 1992. "Dynamic factor analysis of nonstationary multivariate time series," Psychometrika, Springer, vol. 57(3), pages 333-349, September.
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