Dynamic models with latent variables from a system theoretic perspective: theory and applications

Authors

  • Pieter W. Otter University of Groningen

DOI:

https://doi.org/10.6092/issn.1973-2201/909

Abstract

In the paper Jöreskog's general static model with latent variables (LISREL) and extensively used in social sciences will be generalized to a dynamic version which, in structure, is equivalent to a stationary version of a discrete state-space model. Parameter identifiability and estimation aspects will be briefly discussed and several examples of applications are given such as dynamic factor modelling, errors-in-variables, models with missing observations, control models with latent variables, .... The so-called state-space approximation approach of time series modelling will be emphasized.

How to Cite

Otter, P. W. (1992). Dynamic models with latent variables from a system theoretic perspective: theory and applications. Statistica, 52(3), 347–363. https://doi.org/10.6092/issn.1973-2201/909

Issue

Section

Articles