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Maximum likelihood ”confirmatory” factor analysis of economic time series. (English) Zbl 0483.90037

MSC:
91B84 Economic time series analysis
62M15 Inference from stochastic processes and spectral analysis
62P20 Applications of statistics to economics
91B62 Economic growth models
62H12 Estimation in multivariate analysis
62H15 Hypothesis testing in multivariate analysis
62H25 Factor analysis and principal components; correspondence analysis
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