关键词: 计量经济学, 潜变量模型, 方法论

Abstract: In 1950s, the problems of measuring and correlation of latent variables were solved with the methods of factor analysis and canonical correlation analysis, it laid the methodological foundation of latent variables causal models. Since then, the latent variables models has been introduced into the econometrics through three stages of CSPM, classical latent variable models and non-classical latent variable models, and has became an important part of modern econometric models gradually. In this paper, we made a comprehensive study on development process of latent variable modeling from the methodological view, compared its methodology characteristics in various stages, summarized its development law, and prospected its next study focus.

Key words: Econometrics, Latent Variable Model, Methodology