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 C1UNSUBMIT 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 http://dx.doi.org/10.2307/2526134 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 en_US
dc.personcode 0000053819 en_US
dc.percentage 100 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


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