Errori nelle variabili e variabili latenti in modelli strutturali stocastici: un quadro di riferimento

Abstract

In this review paper we consider the main approaches to deal with latent variable in structural models of economic behaviour. Attention is focused on three classes of models: covariance structures, structural dynamic models, and nonlinear models. In addition to methodological issues, the relevance of the various classes of models for empirical research in economics is discussed.