In some of the spiritual traditions that I am involved in the term "Shadow Person" is often used to describe a "Dweller on the Threshold" entity that is basically composed of your own negative self, which is composed of the negative energy that you are shedding as you develop spiritually. This falls in line with the Conservation of Energy Law, where as you shed negative energy, the energy simply goes somewhere else.

Of course under this theory the further you progress the stronger the shadow entity becomes. This is why many spiritual traditions have safeguards to prevent only the prepared from advancing to a next level/stage/degree.

As far as ghosts, or other spiritual entities on this plane, I feel that they are simply lost spirits.