This article argues that ideal longitudinal research is characterized by the seamless integration of three elements: (a) a well-articulated theoretical model of change observed using (b) a temporal design that affords a clear and detailed view of the process, with the resulting data analyzed by means of (c) a statistical model that is an operationalization of the theoretical model. Two general varieties of theoretical models are considered: models in which the time-related change of primary interest is continuous, and those in which it is characterized by movement between discrete states. In addition, two general types of temporal designs are considered: the longitudinal panel design and the intensive longitudinal design. For each general category of theoretical models, some of the analytic possibilities available for longitudinal panel designs and for intensive longitudinal designs are discussed. The article concludes with brief discussions of two issues particularly relevant to longitudinal research--missing data and measurement--and a few words about exploratory research.