Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series

DOI10.2307/2526134zbMath0483.90037OpenAlexW2089189865MaRDI QIDQ3942721

Kenneth J. Singleton, John F. Geweke

Publication date: 1981

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526134

zbMATH Keywords

identificationFourier transformestimationbusiness cycleshypothesis testingstatistical inferencemaximum likelihood estimatorslikelihood ratio testsgoodness of fitmaximum likelihood analysisaggregate economic activitydynamic confirmatory factor model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84) Economic growth models (91B62)

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