Reference8 articles.
1. Aigner, D.J., Hsiao, C., Kapteyn, A. and T. Wansbeek. 1984. Latent variable models in econometrics. Chapter 23 in Handbook of econometrics, ed. Z. Griliches., and M. Intriligator, vol. 2. Amsterdam: North-Holland.
2. Geraci, V. 1976. Identification of simultaneous equations models with measurement error. Journal of Econometrics 4: 263–283.
3. Hsiao, C. 1977. Identification of a linear dynamic simultaneous error-shock model. International Economic Review 18: 181–194.
4. Jöreskog, K. 1970. A general method for the analysis of covariance structures. Biometrika 57: 239–251.
5. Jöreskog, K.G., and A.S. Goldberger. 1975. Estimation of a model with multiple indicators and multiple causes of a single latent variable. Journal of the American Statistical Association 70: 631–639.
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献