Maximum Likelihood 'Confirmatory' Factor Analysis of Economic Time Series
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| dc.contributor.author | Geweke John | en_US |
| dc.contributor.author | Singleton K. | en_US |
| dc.contributor.editor | en_US | |
| dc.date.accessioned | 2011-02-07T06:25:48Z | |
| dc.date.available | 2011-02-07T06:25:48Z | |
| dc.date.issued | 1981 | en_US |
| dc.identifier | 2008008403 | en_US |
| dc.identifier.citation | Geweke John and Singleton K. 1981, 'Maximum Likelihood 'Confirmatory' Factor Analysis of Economic Time Series', Blackwell Publishing Limited, vol. 22, no. 1, pp. 37-54. | en_US |
| dc.identifier.issn | 0020-6598 | en_US |
| dc.identifier.other | C1 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10453/13894 | |
| dc.description.abstract | Explains the theory of identification, estimation and inference in the dynamic confirmatory factor model for the economic time series. Derivation of the frequency domain representation of the model; Illustration of the nature of the identification problem for the dynamic confirmatory model; Dynamic confirmatory model of the business cycle motivated by Lucas theory of aggregate activity. | en_US |
| dc.language | en_US | |
| dc.publisher | Blackwell Publishing Limited | en_US |
| dc.relation.isbasedon | NA | en_US |
| dc.title | Maximum Likelihood 'Confirmatory' Factor Analysis of Economic Time Series | en_US |
| dc.parent | International Economic Review | en_US |
| dc.journal.volume | 22 | en_US |
| dc.journal.number | 1 | en_US |
| dc.publocation | Oxford, UK | en_US |
| dc.identifier.startpage | 37 | en_US |
| dc.identifier.endpage | 54 | en_US |
| dc.cauo.name | BUS.Faculty of Business | en_US |
| dc.conference | Verified OK | en_US |
| dc.for | 140305 | en_US |
| dc.personcode | 101228;0000053819 | en_US |
| dc.percentage | 000100 | en_US |
| dc.classification.name | Time-Series Analysis | en_US |
| dc.classification.type | FOR-08 | en_US |
| dc.edition | en_US | |
| dc.custom | en_US | |
| dc.date.activity | en_US | |
| dc.location.activity | en_US | |
| dc.description.keywords | NA | en_US |
| dc.staffid | University of Minnesota | en_US |
