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Molenaar, Peter C. M.; And Others – Psychometrika, 1992
The dynamic factor model proposed by P. C. Molenaar (1985) is exhibited, and a dynamic nonstationary factor model (DNFM) is constructed with latent factor series that have time-varying mean functions. The use of a DNFM is illustrated using data from a television viewing habits study. (SLD)
Descriptors: Algorithms, Equations (Mathematics), Estimation (Mathematics), Factor Analysis