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Original Articles

Continuous panel models with time dependent parameters

Pages 77-98 | Published online: 26 Aug 2010

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Dongjun You, Michael Hunter, Meng Chen & Sy-Miin Chow. (2020) A Diagnostic Procedure for Detecting Outliers in Linear State–Space Models. Multivariate Behavioral Research 55:2, pages 231-255.
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Yenni Angraini, Toni Toharudin, Henk Folmer & JohanH. L. Oud. (2014) The Relationships between Individualism, Nationalism, Ethnocentrism, and Authoritarianism in Flanders: A Continuous Time-Structural Equation Modeling Approach. Multivariate Behavioral Research 49:1, pages 41-53.
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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, Jiyun Zu, Kim Shifren & Guangjian Zhang. (2011) Dynamic Factor Analysis Models With Time-Varying Parameters. Multivariate Behavioral Research 46:2, pages 303-339.
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David Sondermann, Mark Trede & Bernd Wilfling. (2011) Estimating the degree of interventionist policies in the run-up to EMU. Applied Economics 43:2, pages 207-218.
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Sy-Miin Chow, Moon-hoR. Ho, EllenL. Hamaker & ConorV. Dolan. (2010) Equivalence and Differences Between Structural Equation Modeling and State-Space Modeling Techniques. Structural Equation Modeling: A Multidisciplinary Journal 17:2, pages 303-332.
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Sy-Miin Chow, EllenL. Hamaker & JasonC. Allaire. (2009) Using Innovative Outliers to Detect Discrete Shifts in Dynamics in Group-Based State-Space Models. Multivariate Behavioral Research 44:4, pages 465-496.
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Hermann Singer. (2003) Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals. The Journal of Mathematical Sociology 27:1, pages 1-28.
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Articles from other publishers (21)

Johan H. L. Oud & Manuel C. Voelkle. 2023. Encyclopedia of Quality of Life and Well-Being Research. Encyclopedia of Quality of Life and Well-Being Research 1393 1397 .
Juan Carlos Parra-Alvarez, Hamza Polattimur & Olaf Posch. (2021) Risk matters: Breaking certainty equivalence in linear approximations. Journal of Economic Dynamics and Control 133, pages 104248.
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Johan H. L. Oud & Manuel C. Voelkle. 2020. Encyclopedia of Quality of Life and Well-Being Research. Encyclopedia of Quality of Life and Well-Being Research 1 5 .
Nynke M. D. Niezink, Tom A. B. Snijders & Marijtje A. J. van Duijn. (2019) No Longer Discrete: Modeling the Dynamics of Social Networks and Continuous Behavior. Sociological Methodology 49:1, pages 295-340.
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Charles C. Driver & Manuel C. Voelkle. 2018. Continuous Time Modeling in the Behavioral and Related Sciences. Continuous Time Modeling in the Behavioral and Related Sciences 79 109 .
Hermann Singer. 2018. Continuous Time Modeling in the Behavioral and Related Sciences. Continuous Time Modeling in the Behavioral and Related Sciences 389 435 .
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 .
Chris G. Sibley & Danny Osborne. (2016) Ideology and Post‐Colonial Society. Political Psychology 37:S1, pages 115-161.
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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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Christian Steglich, Tom A. B. Snijders & Michael Pearson. (2010) 8. Dynamic Networks and Behavior: Separating Selection from Influence. Sociological Methodology 40:1, pages 329-393.
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Johan H. L. Oud & Marc J. M. H. Delsing. 2010. Longitudinal Research with Latent Variables. Longitudinal Research with Latent Variables 201 244 .
Toni Toharudin, Johan H. L. Oud & Jaak B. Billiet. (2007) Assessing the relationships between Nationalism, Ethnocentrism, and Individualism in Flanders using Bergstrom's approximate discrete model. Statistica Neerlandica 62:1, pages 83-103.
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Johan H. L. Oud & Hermann Singer. (2007) Continuous time modeling of panel data: SEM versus filter techniques. Statistica Neerlandica 62:1, pages 4-28.
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Siem Jan Koopman, Marius Ooms, André Lucas, Kees van Montfort & Victor Van Der Geest. (2007) Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model. Statistica Neerlandica 62:1, pages 104-130.
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Hermann Singer. (2007) Nonlinear continuous time modeling approaches in panel research. Statistica Neerlandica 62:1, pages 29-57.
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Mark Trede & Bernd Wilfling. (2006) Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data. Empirical Economics 33:1, pages 23-39.
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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.
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Siem Jan Koopman, Andre Lucas, Marius Ooms & Kees van Montfort. (2007) Estimating Systematic Continuous-Time Trends in Recidivism Using a Non-Gaussian Panel Data Model. SSRN Electronic Journal.
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Mark M. Trede & Bernd Wilfling. (2004) Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data. SSRN Electronic Journal.
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Juan Carlos Parra-Alvarez, Hamza Polattimur & Olaf Posch. (2018) Risk Matters: Breaking Certainty Equivalence. SSRN Electronic Journal.
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David Sondermann, Mark M. Trede & Bernd Wilfling. (2008) Estimating the Degree of Interventionist Policies in the Run-Up to EMU. SSRN Electronic Journal.
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