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Identification and Estimation of Causal Factor Models of Stationary Time Series

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Author Info
Chris Heaton () (Department of Economics, Macquarie University)
Victor Solo (School of Electrical Engineering and Telecommunications, University of New South Wales)

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Abstract

This paper makes three contributions to the literature on dynamic factor analysis. Firstly, we investigate the identification problem for a general class of causal dynamic factor model and provide conditions under which the model is identified. Secondly, we present an analytical expression for the information matrix of an autoregressive factor model which can be computed far more efficiently than the standard numerical expression, and thirdly we propose an accelerated EM algorithm which has the same convergence properties as the traditional scoring algorithm but has the same storage and CPU-time requirements per iteration as the standard EM algorithm. We illustrate the very significant computational gains over the standard approach with simulations.

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File URL: http://www.econ.mq.edu.au/research/2002/1-2002HeatonV2.pdf
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File Function: First Version, 2002
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Publisher Info
Paper provided by Macquarie University, Department of Economics in its series Research Papers with number 0201.

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Length: 26 pages.
Date of creation: Mar 2002
Date of revision:
Handle: RePEc:mac:wpaper:0201

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Postal: Sydney NSW 2109
Web page: http://www.econ.mq.edu.au/
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Related research
Keywords: Dynamic factor analysis; time series; state-space models;

References listed on IDEAS
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.:

  1. Norrbin, Stefan C. & Schlagenhauf, Don E., 1996. "The role of international factors in the business cycle: A multi-country study," Journal of International Economics, Elsevier, vol. 40(1-2), pages 85-104, February. [Downloadable!] (restricted)
  2. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March. [Downloadable!] (restricted)
  3. Chauvet, Marcelle, 1998. "An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 969-96, November.
  4. Thomas J. Sargent & Christopher A. Sims, 1977. "Business cycle modeling without pretending to have too much a priori economic theory," Working Papers 55, Federal Reserve Bank of Minneapolis. [Downloadable!]
  5. Melvin, Michael & Schlagenhauf, Don, 1986. "Risk in international lending: A dynamic factor analysis applied to France and Mexico," Journal of International Money and Finance, Elsevier, vol. 5(1, Supple), pages S31-S48, March. [Downloadable!] (restricted)
  6. Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2000. "The Generalized Dynamic-Factor Model: Identification And Estimation," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 540-554, November. [Downloadable!] (restricted)
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  7. Geweke, John F & Singleton, Kenneth J, 1981. "Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(1), pages 37-54, February. [Downloadable!] (restricted)
  8. K. Jöreskog, 1967. "Some contributions to maximum likelihood factor analysis," Psychometrika, Springer, vol. 32(4), pages 443-482, December. [Downloadable!] (restricted)
  9. Connor, Gregory & Korajczyk, Robert A., 1986. "Performance measurement with the arbitrage pricing theory : A new framework for analysis," Journal of Financial Economics, Elsevier, vol. 15(3), pages 373-394, March. [Downloadable!] (restricted)
  10. James H. Stock & Mark W. Watson, 1988. "A Probability Model of The Coincident Economic Indicators," NBER Working Papers 2772, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. Mardi Dungey & Vance L Martin & Adrian R Pagan, 2000. "A multivariate latent factor decomposition of international bond yield spreads," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 697-715. [Downloadable!]
  12. Lebow, David E., 1993. "The covariability of productivity shocks across industries," Journal of Macroeconomics, Elsevier, vol. 15(3), pages 483-510. [Downloadable!] (restricted)
  13. Ruud, Paul A., 1991. "Extensions of estimation methods using the EM algorithm," Journal of Econometrics, Elsevier, vol. 49(3), pages 305-341, September. [Downloadable!] (restricted)
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Cited by:
(explanations, 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.)

  1. Chris Heaton & Victor Solo, 2003. "Asymptotic Principal Components Estimation Of Large Factor Models," Research Papers 0303, Macquarie University, Department of Economics. [Downloadable!]
    Other versions:
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