Maximum Likelihood 'Confirmatory' Factor Analysis of Economic Time Series

Geweke, J; Singleton, K

Maximum Likelihood 'Confirmatory' Factor Analysis of Economic Time Series

Geweke, J Singleton, K

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Publisher:: Blackwell Publishing Limited
Publication Type:: Journal Article
Citation:: International Economic Review, 1981, 22 (1), pp. 37 - 54
Issue Date:: 1981-01

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Full metadata record

Field	Value	Language
dc.contributor.author	Geweke, J	en_US
dc.contributor.author	Singleton, K	en_US
dc.date.issued	1981-01	en_US
dc.identifier.citation	International Economic Review, 1981, 22 (1), pp. 37 - 54	en_US
dc.identifier.issn	0020-6598	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.publisher	Blackwell Publishing Limited	en_US
dc.relation.ispartof	International Economic Review	en_US
dc.relation.isbasedon	10.2307/2526134	en_US
dc.subject.classification	Economics	en_US
dc.title	Maximum Likelihood 'Confirmatory' Factor Analysis of Economic Time Series	en_US
dc.type	Journal Article
utslib.citation.volume	1	en_US
utslib.citation.volume	22	en_US
utslib.for	140305 Time-Series Analysis	en_US
utslib.for	14 Economics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Economics Discipline
utslib.copyright.status	closed_access
pubs.consider-herdc	false	en_US
pubs.issue	1	en_US
pubs.volume	22	en_US

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.

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10453/13894