Statistical Algorithms for Models in State Space Form: SsfPack 3.0.

SsfPack™ (Extended) version 3.0 is a suite of C routines for carrying out computations involving the statistical analysis of univariate and multivariate models in state space form with easy-to-use functions for Ox. SsfPack requires Ox 4 or above to run. SsfPack allows for a full range of different...

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Bibliographic Details
Main Authors: Koopman, S, Shephard, N, Doornik, J
Format: Book
Language:English
Published: Timberlake Consultants Ltd 2008