Maximum Likelihood 'Confirmatory' Factor Analysis of Economic Time Series

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dc.contributor.author Geweke, J
dc.contributor.author Singleton, K
dc.date.accessioned 2011-02-07T06:25:48Z
dc.date.issued 1981-01
dc.identifier.citation International Economic Review, 1981, 22 (1), pp. 37 - 54
dc.identifier.issn 0020-6598
dc.identifier.other C1UNSUBMIT 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.
dc.format Yes
dc.publisher Blackwell Publishing Limited
dc.relation.isbasedon 10.2307/2526134
dc.title Maximum Likelihood 'Confirmatory' Factor Analysis of Economic Time Series
dc.type Journal Article
dc.parent International Economic Review
dc.journal.volume 1
dc.journal.volume 22
dc.journal.number 1 en_US
dc.publocation Oxford, UK en_US
dc.identifier.startpage 37 en_US
dc.identifier.endpage 54 en_US
dc.cauo.name BUS.Faculty of Business en_US
dc.conference Verified OK en_US
dc.for 140305 Time-Series Analysis
dc.personcode 101228
dc.percentage 100 en_US
dc.classification.name Time-Series Analysis en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords NA en_US
pubs.embargo.period Not known
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
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10
utslib.collection.history Economics (ID: 372)
utslib.collection.history Closed (ID: 3)


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