Original paper

Dynamic Factor Analysis Models With Time-Varying Parameters

Volume: 46, Issue: 2, Pages: 303 - 339
Published: Apr 11, 2011
Abstract
Dynamic factor analysis models with time-varying parameters offer a valuable tool for evaluating multivariate time series data with time-varying dynamics and/or measurement properties. We use the Dynamic Model of Activation proposed by Zautra and colleagues (Zautra, Potter, & Reich, 1997) as a motivating example to construct a dynamic factor model with vector autoregressive relations and time-varying cross-regression parameters at the factor...
Paper Details
Title
Dynamic Factor Analysis Models With Time-Varying Parameters
Published Date
Apr 11, 2011
Volume
46
Issue
2
Pages
303 - 339
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