Fitting arma time series by structural equation models
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Volume (Year): 62 (1997)
Issue (Month): 2 (June)
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- 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.
- Peter Molenaar & Jan Gooijer & Bernhard Schmitz, 1992. "Dynamic factor analysis of nonstationary multivariate time series," Psychometrika, Springer, vol. 57(3), pages 333-349, September.
- Peter Molenaar, 1985. "A dynamic factor model for the analysis of multivariate time series," Psychometrika, Springer, vol. 50(2), pages 181-202, June.
- Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-38, July.
- Michael Browne, 1992. "Circumplex models for correlation matrices," Psychometrika, Springer, vol. 57(4), pages 469-497, December.
- P. Bentler & David Weeks, 1980. "Linear structural equations with latent variables," Psychometrika, Springer, vol. 45(3), pages 289-308, September.
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