Statistical Algorithms for Models in State Space Using SsfPack 2.2.
This paper discusses and documents the algorithms of SsfPack 2.2. SsfPack is a suite of C routines for carrying out computations involving the statistical analysis of univariate and multivariate models in state space form. The emphasis is on documenting the link we have made to the Ox computing envi...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Royal Economic Society
1999
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