Special Volume: Statistical Software for State Space Methods (Editors: Jacques J. F. Commandeur, Siem Jan Koopman, Marius Ooms)

Articles

Statistical Software for State Space Methods

Jacques J. F. Commandeur, Siem Jan Koopman, Marius Ooms
Vol. 41, Issue 1
Paper

The STAMP Software for State Space Models

Roy Mendelssohn
Vol. 41, Issue 2
Paper Replication code and data

State Space Methods in Ox/SsfPack

Matteo M. Pelagatti
Vol. 41, Issue 3
Paper Replication code and data

State Space Models in R

Giovanni Petris, Sonia Petrone
Vol. 41, Issue 4
Paper R example code from the paper Example data in ASCII format

State Space Modeling Using SsfPack in S+FinMetrics 3.0

Eric W. Zivot
Vol. 41, Issue 5
Paper S-PLUS example code from the paper Data (in CSV format) for the examples

The State Space Models Toolbox for MATLAB

Jyh-Ying Peng, John A. D. Aston
Vol. 41, Issue 6
Paper MATLAB toolbox including examples from paper

REGCMPNT – A Fortran Program for Regression Models with ARIMA Component Errors

William R. Bell
Vol. 41, Issue 7
Paper REGCMPNT Windows binary Replication code and data

Fitting State Space Models with EViews

Filip A. M. Van den Bossche
Vol. 41, Issue 8
Paper Replication code and data

State Space Methods in RATS

Thomas Doan
Vol. 41, Issue 9
Paper Replication code and data

State Space Methods in Stata

David M. Drukker, Richard B. Gates
Vol. 41, Issue 10
Paper Replication code and data

State Space Methods in gretl

Riccardo Lucchetti
Vol. 41, Issue 11
Paper gretl-1.9.5.tar.bz2: gretl source code Replication code and data

State Space Modeling Using SAS

Rajesh Selukar
Vol. 41, Issue 12
Paper SAS example code from the paper SAS output for examples from the paper

A Bayesian Analysis of Unobserved Component Models Using Ox

Charles S. Bos
Vol. 41, Issue 13
Paper Replication code and data