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Rotation in the dynamic factor modeling of multivariate stationary time series

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  • Peter Molenaar
  • John Nesselroade

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Suggested Citation

  • Peter Molenaar & John Nesselroade, 2001. "Rotation in the dynamic factor modeling of multivariate stationary time series," Psychometrika, Springer;The Psychometric Society, vol. 66(1), pages 99-107, March.
    • Handle: RePEc:spr:psycho:v:66:y:2001:i:1:p:99-107
    DOI: 10.1007/BF02295735
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    References listed on IDEAS

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    1. 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.
    2. 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.
    3. 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.
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    Cited by:

    1. Guangjian Zhang & Michael Browne & Anthony Ong & Sy Chow, 2014. "Analytic Standard Errors for Exploratory Process Factor Analysis," Psychometrika, Springer;The Psychometric Society, vol. 79(3), pages 444-469, July.

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