Nonlinear Regime-Switching State-Space (RSSS) Models

Psychometrika

Volumn 78, Issue 4, 2013, Pages 740-768

  Chow, Sy Miin ^a   Zhang, Guangjian ^b  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF NOTRE DAME   (United States)

Author keywords

dynamic factor analysis; Kim filter; nonlinear latent variable models; regime switching; state space

Indexed keywords

HUMAN; NONLINEAR SYSTEM; PROCEDURES; PSYCHOMETRY; STATISTICAL MODEL; STATISTICS;

HUMANS; MODELS, STATISTICAL; NONLINEAR DYNAMICS; PSYCHOMETRICS; STATISTICS AS TOPIC;

EID: 84884981699     PISSN: 00333123     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11336-013-9330-8     Document Type: Article

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