On the Nature of SEM Estimates of ARMA Parameters

By E. Hamaker, Conor V. Dolan, Peter C. M. Molenaar. 2002

47 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ebceae7f66360489b3f5abd8c0e0c1c76ffb4d17

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. E. Hamaker
2. Zhiyong Zhang
3. Moon-ho Ringo Ho
4. Conor V. Dolan
5. J. Nesselroade
6. Sy-Miin Chow
7. T. Lee
8. Huy P Phan

In Statistics and Probability

1. E. Hamaker
2. Zhiyong Zhang
3. Moon-ho Ringo Ho
4. Conor V. Dolan
5. J. Nesselroade
6. Sy-Miin Chow
7. B. Muthén
8. T. Asparouhov

Citations in the corpus

• Comparisons of Four Methods for Estimating a Dynamic Factor Model (2008, background): “However, Hamaker, Dolan, and Molenaar (2002) showed that for the univiariate case, the estimates for the 386 ZHANG, HAMAKER, NESSELROADE autoregressive model were still consistent.”
• Equivalence and Differences Between Structural Equation Modeling and State-Space Modeling Techniques (2010, methodology): “7 This is because parameter estimates yielded from the PED are known to be maximum likelihood estimates ( Shumway 2000 ) but estimates obtained using the block Toeplitz method in general are not ( Hamaker, Dolan, & Molenaar, 2002 ).”