Continuous time modeling of panel data: SEM versus filter techniques. Oud, J. H. L. & Singer, H. Statistica Neerlandica, 62:4–28, 2008.
Continuous time modeling of panel data: SEM versus filter techniques [link]Paper  bibtex   
@article{oud_continuous_2008,
	title = {Continuous time modeling of panel data: {SEM} versus filter techniques},
	volume = {62},
	shorttitle = {Continuous time modeling of panel data},
	url = {http://ideas.repec.org/a/bla/stanee/v62y2008i1p4-28.html},
	urldate = {2009-01-13},
	journal = {Statistica Neerlandica},
	author = {Oud, J. H. L. and Singer, H.},
	year = {2008},
	pages = {4--28}
}

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