DYNAMIC FACTOR ANALYSIS

作者: Marianna Bolla

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参考文章(4)
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Marianna Bolla, György Michaletzky, Gábor Tusnády, Margit Ziermann, Extrema of sums of heterogeneous quadratic forms Linear Algebra and its Applications. ,vol. 269, pp. 331- 365 ,(1998) , 10.1016/S0024-3795(97)00230-9
John F. Geweke, Kenneth J. Singleton, Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series International Economic Review. ,vol. 22, pp. 37- 54 ,(1981) , 10.2307/2526134
P. Whittle, D. J. Aigner, A. S. Goldberger, Latent Variables in Socio‐Economic Models Journal of the Royal Statistical Society: Series A (General). ,vol. 141, pp. 118- 118 ,(1978) , 10.2307/2344794