Continuous time state space modeling of panel data by means of SEM

Oud, Johan H. L., Jansen, Robert A. R. G. . Psychometrika 2000. 65 (2) :199-215

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Bibtex

@article{CIS-167830,
  Author = {Oud, Johan H. L. and Jansen, Robert A. R. G.},
  Title = {Continuous time state space modeling of panel data by means of SEM},
  Journal = {Psychometrika},
  Volume = {65},
  Number = {2},
  Year = {2000},
  Pages = {199--215},
  Keywords = {panel analysis, exact discrete model, linear stochastic differential equations, longitudinal structural equation modeling}
}

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