Dynamic factor analysis of nonstationary multivariate time series
| Year of publication: |
1992
|
|---|---|
| Authors: | Molenaar, Peter ; Gooijer, Jan ; Schmitz, Bernhard |
| Published in: |
Psychometrika. - Springer. - Vol. 57.1992, 3, p. 333-349
|
| Publisher: |
Springer |
| Subject: | AIC | dynamic factor analysis | Kalman filter | Markovian state-space model | nonstationarity | SBIC |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005603157