Errori nelle variabili e variabili latenti in modelli strutturali stocastici: un quadro di riferimento

S. Bordignon & U. Trivellato
In this review paper we consider the main approaches to deal with latent variable in structural models of economic behaviour. Attention is focused on three classes of models: covariance structures, structural dynamic models, and nonlinear models. In addition to methodological issues, the relevance of the various classes of models for empirical research in economics is discussed.