AbstractLife course research has been dominated by methods and models that focus on the description of life course patterns and on the causal patterns between agency- and structure-related variables on the one hand and, on the other hand, outcomes in later life. Little attention has been paid to modelling the driving force, the mechanism, that generates the chain of successive events and stages of the life course: the sequences of individual decisions pertaining to all facets of the life course. This paper presents the minimal requirements that models should satisfy in order to be considered as life course generating models. The paper then proposes Hidden Markov Models as one of the main building blocks of life course generating models and discusses a few applications of these models in the domains of family formation, school-to-work transition and their interaction.