Rotation in the dynamic factor modeling of multivariate stationary time series

DOI10.1007/BF02295735zbMath1293.62250OpenAlexW2074461220MaRDI QIDQ2511830

John R. Nesselroade, Peter C. M. Molenaar

Publication date: 6 August 2014

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02295735

zbMATH Keywords

identifiabilitydynamic factor modelpolynomial divisionmoving-averagerotation criteria

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to psychology (62P15)

Related Items (1)

Analytic standard errors for exploratory process factor analysis

Uses Software

• IMSL Numerical Libraries
• LISREL

Cites Work

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• A dynamic factor model for the analysis of multivariate time series
• Dynamic factor analysis of nonstationary multivariate time series
• The use of factor analysis in the statistical analysis of multiple time series
• Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series

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