A sandwich-type standard error estimator of SEM models with multivariate time series

DOI10.1007/s11336-010-9189-xzbMath1208.62092OpenAlexW2089769795MaRDI QIDQ629182

Anthony D. Ong, Sy-Miin Chow, Guangjian Zhang

Publication date: 8 March 2011

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11336-010-9189-x

zbMATH Keywords

factor analysisdynamic factor analysisstandard error estimation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to psychology (62P15)

Related Items

Analytic standard errors for exploratory process factor analysis

Uses Software

• DyFA

Cites Work

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