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Fitting arma time series by structural equation models

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  • Stef Buuren

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  • Stef Buuren, 1997. "Fitting arma time series by structural equation models," Psychometrika, Springer;The Psychometric Society, vol. 62(2), pages 215-236, June.
    • Handle: RePEc:spr:psycho:v:62:y:1997:i:2:p:215-236
    DOI: 10.1007/BF02295276
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    References listed on IDEAS

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    1. Geweke, John F & Singleton, Kenneth J, 1981. "Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(1), pages 37-54, February.
    2. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
    3. Peter Molenaar & Jan Gooijer & Bernhard Schmitz, 1992. "Dynamic factor analysis of nonstationary multivariate time series," Psychometrika, Springer;The Psychometric Society, vol. 57(3), pages 333-349, September.
    4. Michael Browne, 1992. "Circumplex models for correlation matrices," Psychometrika, Springer;The Psychometric Society, vol. 57(4), pages 469-497, December.
    5. 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.
    6. P. Bentler & David Weeks, 1980. "Linear structural equations with latent variables," Psychometrika, Springer;The Psychometric Society, vol. 45(3), pages 289-308, September.
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    Cited by:

    1. Sun-Joo Cho & Sarah Brown-Schmidt & Woo-yeol Lee, 2018. "Autoregressive Generalized Linear Mixed Effect Models with Crossed Random Effects: An Application to Intensive Binary Time Series Eye-Tracking Data," Psychometrika, Springer;The Psychometric Society, vol. 83(3), pages 751-771, September.
    2. Guangjian Zhang & Sy-Miin Chow & Anthony Ong, 2011. "A Sandwich-Type Standard Error Estimator of SEM Models with Multivariate Time Series," Psychometrika, Springer;The Psychometric Society, vol. 76(1), pages 77-96, January.
    3. Montfort, Kees van & Bijleveld, Catrien, 1997. "Dynamic analysis of multivariate panel data with nonlinear transformations," Serie Research Memoranda 0054, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

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