Publisher
Springer Science and Business Media LLC
Subject
Computational Theory and Mathematics,Statistics and Probability
Reference40 articles.
1. Aït-Sahalia, Y., & Xiu, D. (2017). Using principal component analysis to estimate a high dimensional factor model with high-frequency data. Journal of Econometrics, 201(2), 384–399.
2. Aït-Sahalia, Y., & Xiu, D. (2019). Principal component analysis of high-frequency data. Journal of the American Statistical Association, 114(525), 287–303.
3. Anderson, T. W. (1963). The use of factor analysis in the statistical analysis of multiple time series. Psychometrika, 8(1), 1–25.
4. Anderson, T. W., & Rubin, H. (1956). Statistical inference in factor analysis. In Proceedings of the third Berkeley symposium on mathematical statistics and probability, 5, 111–150.
5. Asparouhov, T., Hamaker, E. L., & Muthén, B. (2018). Dynamic structural equation models. Structural Equation Modeling: A Multidisciplinary Journal, 25(3), 359–388.