A sandwich-type standard error estimator of SEM models with multivariate time series
From MaRDI portal
Publication:629182
DOI10.1007/s11336-010-9189-xzbMath1208.62092MaRDI QIDQ629182
Sy-Miin Chow, Guangjian Zhang, Anthony D. Ong
Publication date: 8 March 2011
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11336-010-9189-x
62H25: Factor analysis and principal components; correspondence analysis
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62P15: Applications of statistics to psychology
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The asymptotic variance matrix of the sample correlation matrix
- The asymptotic covariance matrix of sample correlation coefficients under general conditions
- A dynamic factor model for the analysis of multivariate time series
- On the asymptotic accuracy of Efron's bootstrap
- Time series: theory and methods.
- Fitting ARMA time series by structural equation models
- The jackknife and the bootstrap for general stationary observations
- The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality
- Nonlinear Regression with Dependent Observations
- Using Least Squares to Approximate Unknown Regression Functions
- Consequences and Detection of Misspecified Nonlinear Regression Models
- Asymptotically distribution‐free methods for the analysis of covariance structures