This book contains 3 chapters. The first chapter re-derives the equivalence between the regression estimator of factor scores and the Kalman filter, adding a proof of the equivalence of second-order moments. Chapter 2 is quite lengthy and derives the so-called Houdini transformation with which latent variables can be transformed out of latent variable models, yielding equivalent models lacking these latent variables. The transformation is described in detail, involving technical elements from time series analysis. Chapter 3 discusses the implications of ergodic theory for the relation between results obtained in analyses of inter-individual variation with analogous results obtained in analyses of intra-individual variation.