Special Volume: Statistical Software for State Space Methods (Editors: Jacques J. F. Commandeur, Siem Jan Koopman, Marius Ooms)
Table of Contents
Articles
| Statistical Software for State Space Methods | |
| Jacques J. F. Commandeur, Siem Jan Koopman, Marius Ooms |
| The STAMP Software for State Space Models | |
| Roy Mendelssohn |
| State Space Methods in Ox/SsfPack | |
| Matteo M. Pelagatti |
| State Space Models in R | |
| Giovanni Petris, Sonia Petrone |
| State Space Modeling Using SsfPack in S+FinMetrics 3.0 | |
| Eric W. Zivot |
| The State Space Models Toolbox for MATLAB | |
| Jyh-Ying Peng, John A. D. Aston |
| REGCMPNT A Fortran Program for Regression Models with ARIMA Component Errors | |
| William R. Bell |
| Fitting State Space Models with EViews | |
| Filip A. M. Van den Bossche |
| State Space Methods in RATS | |
| Thomas Doan |
| State Space Methods in Stata | |
| David M. Drukker, Richard B. Gates |
| State Space Methods in gretl | |
| Riccardo Lucchetti |
| State Space Modeling Using SAS | |
| Rajesh Selukar |
| A Bayesian Analysis of Unobserved Component Models Using Ox | |
| Charles S. Bos |