Dynamic analysis of multivariate panel data with nonlinear transformations

DOI10.1016/j.jmp.2004.07.003zbMath1075.62053OpenAlexW2121962183MaRDI QIDQ1775815

Niranjan Chakravarthy

Publication date: 4 May 2005

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmp.2004.07.003

zbMATH Keywords

EM algorithmDynamic panel analysisNonlinear transformation

Mathematics Subject Classification ID

Multivariate analysis (62H99) Applications of statistics to social sciences (62P25)

Cites Work

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• Fitting ARMA time series by structural equation models
• Circumplex models for correlation matrices
• Estimation of a Model with Multiple Indicators and Multiple Causes of a Single Latent Variable
• Asymptotically distribution‐free methods for the analysis of covariance structures

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