Equivalent Dynamic Models

Molenaar, PCM

Molenaar, PCM (reprint author), Penn State Univ, 415 BBH Bldg, University Pk, PA 16802 USA.

MULTIVARIATE BEHAVIORAL RESEARCH, 2017; 52 (2): 242

Abstract

Equivalences of two classes of dynamic models for weakly stationary multivariate time series are discussed: dynamic factor models and autoregressive m......

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