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Dynamic structural systems under indirect observation: identifiability and estimation aspects from a system theoretic perspective

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  • Pieter Otter

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  • Pieter Otter, 1986. "Dynamic structural systems under indirect observation: identifiability and estimation aspects from a system theoretic perspective," Psychometrika, Springer;The Psychometric Society, vol. 51(3), pages 415-428, September.
    • Handle: RePEc:spr:psycho:v:51:y:1986:i:3:p:415-428
    DOI: 10.1007/BF02294064
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    References listed on IDEAS

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    1. Watson, Mark W. & Engle, Robert F., 1983. "Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models," Journal of Econometrics, Elsevier, vol. 23(3), pages 385-400, December.
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    Cited by:

    1. Jacobs, Jan P.A.M. & van Norden, Simon, 2011. "Modeling data revisions: Measurement error and dynamics of "true" values," Journal of Econometrics, Elsevier, vol. 161(2), pages 101-109, April.
    2. Fei Gu & Kristopher J. Preacher & Emilio Ferrer, 2014. "A State Space Modeling Approach to Mediation Analysis," Journal of Educational and Behavioral Statistics, , vol. 39(2), pages 117-143, April.
    3. Catrien Bijleveld & Jan Leeuw, 1991. "Fitting longitudinal reduced-rank regression models by alternating least squares," Psychometrika, Springer;The Psychometric Society, vol. 56(3), pages 433-447, September.

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