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Re: st: SEM for Time Series?


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: SEM for Time Series?
Date   Sat, 22 Sep 2012 09:21:58 -0400

On Fri, Sep 21, 2012 at 3:54 PM, Bob Barsky <barsky@frbchi.org> wrote:
> Is it possible to use the new structural equation modeling module with time
> series data,  or do you have to move to the dynamic factor analysis commands
> to do the analogue of sem with a dynamic structure?  Thanks!

SEMs can be used to specify a time series type model but I wouldn't
think it's going to be a very efficient way to do anything but a
fairly short time series.

What are the dynamic factor analysis commands in Stata?
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