Chow, Sy-Miin; Zhang, Guangjian - In: Psychometrika 78 (2013) 4, pp. 740-768
Nonlinear dynamic factor analysis models extend standard linear dynamic factor analysis models by allowing time series …, which subsumes regime-switching nonlinear dynamic factor analysis models as a special case. In nonlinear RSSS models, the … illustrate the utility of nonlinear RSSS models by fitting a nonlinear dynamic factor analysis model with regime-specific cross …