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The Journal of Mathematical Sociology Volume 16, 1991 - Issue 3
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Original Articles

Problems with the estimation of stochastic differential equations using structural equations models

Alfred Hamerle Faculty of Economics and Statistics, University of Konstanz, Postfach 5560, Konstanz, D‐7750
,
Willi Nagl Faculty of Economics and Statistics, University of Konstanz, Postfach 5560, Konstanz, D‐7750
&
Hermann Singer Faculty of Economics and Statistics, University of Konstanz, Postfach 5560, Konstanz, D‐7750
Pages 201-220 | Received 14 Nov 1990, Published online: 26 Aug 2010

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Rebecca Kuiper. (2021) Evaluating Causal Dominance of CTmeta-Analyzed Lagged Regression Estimates. Structural Equation Modeling: A Multidisciplinary Journal 28:6, pages 951-963.
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Rebecca M. Kuiper & Oisín Ryan. (2020) Meta-analysis of Lagged Regression Models: A Continuous-time Approach. Structural Equation Modeling: A Multidisciplinary Journal 27:3, pages 396-413.
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Rebecca M. Kuiper & Oisín Ryan. (2018) Drawing Conclusions from Cross-Lagged Relationships: Re-Considering the Role of the Time-Interval. Structural Equation Modeling: A Multidisciplinary Journal 25:5, pages 809-823.
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Michael D. Hunter. (2018) State Space Modeling in an Open Source, Modular, Structural Equation Modeling Environment. Structural Equation Modeling: A Multidisciplinary Journal 25:2, pages 307-324.
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Johan H.L. Oud, Manuel C. Voelkle & Charles C. Driver. (2018) SEM Based CARMA Time Series Modeling for Arbitrary N. Multivariate Behavioral Research 53:1, pages 36-56.
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Hermann Singer. (2016) SEM modeling with singular moment matrices Part III: GLS estimation. The Journal of Mathematical Sociology 40:3, pages 167-184.
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Sy-Miin Chow, Jason J. Bendezú, Pamela M. Cole & Nilam Ram. (2016) A Comparison of Two-Stage Approaches for Fitting Nonlinear Ordinary Differential Equation Models with Mixed Effects. Multivariate Behavioral Research 51:2-3, pages 154-184.
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Pascal R. Deboeck & Kristopher J. Preacher. (2016) No Need to be Discrete: A Method for Continuous Time Mediation Analysis. Structural Equation Modeling: A Multidisciplinary Journal 23:1, pages 61-75.
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HERMANN SINGER. (2012) SEM Modeling with Singular Moment Matrices Part II: ML-Estimation of Sampled Stochastic Differential Equations. The Journal of Mathematical Sociology 36:1, pages 22-43.
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Sy-Miin Chow, Emilio Ferrer & JohnR. Nesselroade. (2007) An Unscented Kalman Filter Approach to the Estimation of Nonlinear Dynamical Systems Models. Multivariate Behavioral Research 42:2, pages 283-321.
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Hermann Singer. (1998) Continuous panel models with time dependent parameters. The Journal of Mathematical Sociology 23:2, pages 77-98.
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Hermann Singer. (1992) The aliasing‐phenomenon in visual terms. The Journal of Mathematical Sociology 17:1, pages 39-49.
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Articles from other publishers (20)

Michael D. Hunter, Haya Fatimah & Marina A. Bornovalova. (2022) Two Filtering Methods of Forecasting Linear and Nonlinear Dynamics of Intensive Longitudinal Data. Psychometrika 87:2, pages 477-505.
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Oisín Ryan & Ellen L. Hamaker. (2021) Time to Intervene: A Continuous-Time Approach to Network Analysis and Centrality. Psychometrika 87:1, pages 214-252.
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Nynke M. D. Niezink & Tom A. B. Snijders. 2018. Continuous Time Modeling in the Behavioral and Related Sciences. Continuous Time Modeling in the Behavioral and Related Sciences 111 134 .
Oisín Ryan, Rebecca M. Kuiper & Ellen L. Hamaker. 2018. Continuous Time Modeling in the Behavioral and Related Sciences. Continuous Time Modeling in the Behavioral and Related Sciences 27 54 .
Hermann Singer. 2018. Continuous Time Modeling in the Behavioral and Related Sciences. Continuous Time Modeling in the Behavioral and Related Sciences 389 435 .
Marcus J. Chambers, J. Roderick McCrorie & Michael A. Thornton. 2018. Continuous Time Modeling in the Behavioral and Related Sciences. Continuous Time Modeling in the Behavioral and Related Sciences 317 357 .
Johan H. L. Oud, Manuel C. Voelkle & Charles C. Driver. 2018. Continuous Time Modeling in the Behavioral and Related Sciences. Continuous Time Modeling in the Behavioral and Related Sciences 1 26 .
Jason R. Blevins. (2015) IDENTIFYING RESTRICTIONS FOR FINITE PARAMETER CONTINUOUS TIME MODELS WITH DISCRETE TIME DATA. Econometric Theory 33:3, pages 739-754.
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Hermann Singer. (2011) Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms. AStA Advances in Statistical Analysis 95:4, pages 375-413.
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J. H. L. Oud. (2010) Second-order stochastic differential equation model as an alternative for the ALT and CALT models. AStA Advances in Statistical Analysis 94:2, pages 203-215.
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Marc J. M. H. Delsing & Johan H. L. Oud. (2008) Analyzing reciprocal relationships by means of the continuous-time autoregressive latent trajectory model. Statistica Neerlandica 62:1, pages 58-82.
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Sy-Miin Chow & Guangjian Zhang. (2008) Continuous-time modelling of irregularly spaced panel data using a cubic spline model. Statistica Neerlandica 62:1, pages 131-154.
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Toni Toharudin, Johan H. L. Oud & Jaak B. Billiet. (2008) Assessing the relationships between Nationalism, Ethnocentrism, and Individualism in Flanders using Bergstrom's approximate discrete model. Statistica Neerlandica 62:1, pages 83-103.
Crossref
Johan H. L. Oud & Hermann Singer. (2008) Continuous time modeling of panel data: SEM versus filter techniques. Statistica Neerlandica 62:1, pages 4-28.
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Hermann Singer. (2008) Nonlinear continuous time modeling approaches in panel research. Statistica Neerlandica 62:1, pages 29-57.
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S.-M. Chow & J. R. Nesselroade. (2004) General Slowing or Decreased Inhibition? Mathematical Models of Age Differences in Cognitive Functioning. The Journals of Gerontology Series B: Psychological Sciences and Social Sciences 59:3, pages P101-P109.
Crossref
Johan Oud. 2004. Recent Developments on Structural Equation Models. Recent Developments on Structural Equation Models 13 40 .
Johan H. L. Oud & Robert A. R. G. Jansen. (2000) Continuous time state space modeling of panel data by means of sem. Psychometrika 65:2, pages 199-215.
Crossref
Hermann Singer. 1992. Economic Evolution and Demographic Change. Economic Evolution and Demographic Change 306 320 .
Jason R. Blevins. (2013) Identifying Restrictions for Finite Parameter Continuous Time Models with Discrete Time Data. SSRN Electronic Journal.
Crossref

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