MIMIC (SEM) Models with panel (longitudinal) data

[Antonio Smith Bravo]

IS it possible to estimate a MIMIC (SEM) model for a panel of countries and years? Could I replicate using STATA theTable 6 of this paper: Dybka, P., Kowalczuk, M., Olesiński, B., Torój, A., & Rozkrut, M. (2019). Currency demand and MIMIC models: towards a structured hybrid method of measuring the shadow economy. International Tax and Public Finance, 26(1), 4-40.
Thanks

I

[Rattiya Lippe]

Hallo Antonio,

Have you found a solution on applying MIMIC model for a panel of countries and years? I would like to run a similar model. It would be grate if you could share the solution.

Thank you,
Rattiya

[Joseph Coveney]

It wouldn't be something like the following?

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I suppose that if you believed that the regression coefficient for the random effect differs for each manifest variable, then you could let that float.