This article concentrates on the question what kind of model--conceptual and statistical--can serve as a good working model for the study of learning and teaching processes qua processes. We claim that a good way of answering this question is to begin by observing a teaching and learning process as, where, and when it occurs. In addition, a conceptual model of intertwined learning-teaching processes is discussed, and dynamic modeling as an approach to theory formation about teaching-learning processes. The focus lies on the evolution term, the timescale of interaction processes, state space as a perspective on teacher-student interaction dynamics, and the principle of agency. Finally, an empirical approach to studying teaching-learning processes is illustrated by means of a case study, focusing on the use of cluster analyses techniques. In the Conclusion and Discussion section, further perspectives on theory building and empirical research are discussed.