Geweke, John F.; Singleton, Kenneth J. Maximum likelihood ”confirmatory” factor analysis of economic time series. (English) Zbl 0483.90037 Int. Econ. Rev. 22, 37-54 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 25 Documents 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 Keywords:maximum likelihood analysis; dynamic confirmatory factor model; statistical inference; Fourier transform; identification; estimation; hypothesis testing; maximum likelihood estimators; likelihood ratio tests; goodness of fit; business cycles; aggregate economic activity PDFBibTeX XMLCite \textit{J. F. Geweke} and \textit{K. J. Singleton}, Int. Econ. Rev. 22, 37--54 (1981; Zbl 0483.90037) Full Text: DOI