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A dynamic factor model for the analysis of multivariate time series

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  • Peter Molenaar

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  • Peter Molenaar, 1985. "A dynamic factor model for the analysis of multivariate time series," Psychometrika, Springer;The Psychometric Society, vol. 50(2), pages 181-202, June.
    • Handle: RePEc:spr:psycho:v:50:y:1985:i:2:p:181-202
    DOI: 10.1007/BF02294246
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    References listed on IDEAS

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    1. T. Anderson, 1963. "The use of factor analysis in the statistical analysis of multiple time series," Psychometrika, Springer;The Psychometric Society, vol. 28(1), pages 1-25, March.
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