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 |