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Regime Switching State-Space Models Applied to Psychological Processes: Handling Missing Data and Making Inferences

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  • E. Hamaker
  • R. Grasman

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  • E. Hamaker & R. Grasman, 2012. "Regime Switching State-Space Models Applied to Psychological Processes: Handling Missing Data and Making Inferences," Psychometrika, Springer;The Psychometric Society, vol. 77(2), pages 400-422, April.
    • Handle: RePEc:spr:psycho:v:77:y:2012:i:2:p:400-422
    DOI: 10.1007/s11336-012-9254-8
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    References listed on IDEAS

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    1. Manshu Yang & Sy-Miin Chow, 2010. "Using State-Space Model with Regime Switching to Represent the Dynamics of Facial Electromyography (EMG) Data," Psychometrika, Springer;The Psychometric Society, vol. 75(4), pages 744-771, December.
    2. Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, edition 2, number 9780199641178.
    3. William Meredith, 1993. "Measurement invariance, factor analysis and factorial invariance," Psychometrika, Springer;The Psychometric Society, vol. 58(4), pages 525-543, December.
    4. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
    5. Durland, J Michael & McCurdy, Thomas H, 1994. "Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 279-288, July.
    6. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
    7. Kim, Chang-Jin, 1994. "Dynamic linear models with Markov-switching," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 1-22.
    8. Chang-Jin Kim & Charles R. Nelson, 1999. "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262112388, December.
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    Cited by:

    1. Augustin Kelava & Pascal Kilian & Judith Glaesser & Samuel Merk & Holger Brandt, 2022. "Forecasting Intra-individual Changes of Affective States Taking into Account Inter-individual Differences Using Intensive Longitudinal Data from a University Student Dropout Study in Math," Psychometrika, Springer;The Psychometric Society, vol. 87(2), pages 533-558, June.
    2. Daniel M. Smith & Theodore A. Walls, 2021. "Pursuing Collective Synchrony in Teams: A Regime-Switching Dynamic Factor Model of Speed Similarity in Soccer," Psychometrika, Springer;The Psychometric Society, vol. 86(4), pages 1016-1038, December.
    3. Sy-Miin Chow & Guangjian Zhang, 2013. "Nonlinear Regime-Switching State-Space (RSSS) Models," Psychometrika, Springer;The Psychometric Society, vol. 78(4), pages 740-768, October.

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