Dynamic Modeling with Structural Equations and Stochastic Differential Equations: Applications with the German Socio-economic Panel

Dynamic Modeling with Structural Equations and Stochastic Differential Equations: Applications... The paper discusses an application of linear dynamic models to multi-wave longitudinal data. Starting from three-wave and four-wave simplex models using standard structural equations, linear dynamic state space models with stochastic differential equations are presented. The main differences between longitudinal structural equations (static view) and stochastic differential equations (dynamic view) are emphasized. Substantively, the models prove the relation, stability and change of two concepts in a period of 10 years: National Identity and Intention to stay in Germany. Data from a sample of migrant workers in Germany included in the German Socio-economic Panel (GSOEP) are used for the analyses. Results and further developments of dynamic models are discussed in the final section. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Quality & Quantity Springer Journals

Dynamic Modeling with Structural Equations and Stochastic Differential Equations: Applications with the German Socio-economic Panel

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Publisher
Kluwer Academic Publishers
Copyright
Copyright © 2005 by Springer
Subject
Social Sciences; Methodology of the Social Sciences; Social Sciences, general
ISSN
0033-5177
eISSN
1573-7845
D.O.I.
10.1007/s11135-005-0239-x
Publisher site
See Article on Publisher Site

Abstract

The paper discusses an application of linear dynamic models to multi-wave longitudinal data. Starting from three-wave and four-wave simplex models using standard structural equations, linear dynamic state space models with stochastic differential equations are presented. The main differences between longitudinal structural equations (static view) and stochastic differential equations (dynamic view) are emphasized. Substantively, the models prove the relation, stability and change of two concepts in a period of 10 years: National Identity and Intention to stay in Germany. Data from a sample of migrant workers in Germany included in the German Socio-economic Panel (GSOEP) are used for the analyses. Results and further developments of dynamic models are discussed in the final section.

Journal

Quality & QuantitySpringer Journals

Published: Jan 7, 2005

References

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