Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.645684
Title: Dynamic structural equation models : estimation and interference
Author: Ciraki, Dario
Awarding Body: London School of Economics and Political Science (University of London)
Current Institution: London School of Economics and Political Science (University of London)
Date of Award: 2007
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Abstract:
The thesis focuses on estimation of dynamic structural equation models in which some or all variables might be unobservable (latent) or measured with error. Moreover, we consider the situation where latent variables can be measured with multiple observable indicators and where lagged values of latent variables might be included in the model. This situation leads to a dynamic structural equation model (DSEM), which can be viewed as dynamic generalisation of the structural equation model (SEM). Taking the mismeasurement problem into account aims at reducing or eliminating the errors-in-variables bias and hence at minimising the chance of obtaining incorrect coefficient estimates. Furthermore, such methods can be used to improve measurement of latent variables and to obtain more accurate forecasts. The thesis aims to make a contribution to the literature in four areas. Firstly, we propose a unifying theoretical framework for the analysis of dynamic structural equation models. Secondly, we provide analytical results for both panel and time series DSEM models along with the software implementation suggestions. Thirdly, we propose non-parametric estimation methods that can also be used for obtaining starting values in maximum likelihood estimation. Finally, we illustrate these methods on several real data examples demonstrating the capabilities of the currently available software as well as importance of good starting values.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.645684  DOI: Not available
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