Continuous time modeling of panel data: SEM versus filter techniques

Statistica Neerlandica

Volumn 62, Issue 1, 2008, Pages 4-28

  Oud, Johan H L ^a   Singer, Hermann ^b  

^a RADBOUD UNIVERSITY NIJMEGEN   (Netherlands)

^b UNIVERSITY OF HAGEN   (Germany)

Author keywords

Damped linear oscillator; Exact discrete model; Kalman filter; Random subject effects; State space model; Structural equation modeling

Indexed keywords

EID: 38349058269     PISSN: 00390402     EISSN: 14679574     Source Type: Journal    
DOI: 10.1111/j.1467-9574.2007.00376.x     Document Type: Article

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