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Line 322: * Bartholomew, D. J., and Knott, M. (1999) ''Latent Variable Models and Factor Analysis'' Kendall's Library of Statistics, vol. 7, [[Edward Arnold (publisher)\|Edward Arnold Publishers]], {{ISBN\|0-340-69243-X}} * [[Peter M. Bentler\|Bentler, P.M.]] & Bonett, D.G. (1980), "Significance tests and goodness of fit in the analysis of covariance structures", ''[[Psychological Bulletin]]'', 88, 588–606. * {{Cite journal \|last1=Chen \|first1=Zhengyang \|last2=Valcarcel \|first2=Victor J. \|date=January 2025 \|title=Modeling inflation expectations in forward-looking interest rate and money growth rules \|url=https://www.sciencedirect.com/science/article/pii/S016518892400191X \|journal=Journal of Economic Dynamics and Control \|language=en \|volume=170\|pages=104999 \|doi=10.1016/j.jedc.2024.104999 \| issn=0165-1889}} * [[Kenneth A. Bollen\|Bollen, K. A.]] (1989). ''[[Structural Equations with Latent Variables]]''. Wiley, {{ISBN\|0-471-01171-1}} * Byrne, B. M. (2001) ''Structural Equation Modeling with AMOS - Basic Concepts, Applications, and Programming''.LEA, {{ISBN\|0-8058-4104-0}}

Structural equation modeling: Difference between revisions