Contents

About STAMP In detail Order STAMP Documentation Examples Literature

External links

Timberlake UK Office Timberlake US Office OxMetrics SsfPack Econometric Links

Data

The illustrations in the STAMP manual are based on the STAMP datasets which you can download as a zip-file.

Journal of Statistical Software

A recent and extensive STAMP illustration is given in the article The STAMP Software for State Space Models by Roy Mendelssohn in the Special Issue ''Statistical Software for State Space Methods'' published by the Journal of Statistical Software, see also the leading article Statistical Software for State Space Methods by Jacques J.F. Commandeur, Siem Jan Koopman, and Marius Ooms. The data and the STAMP batch files used by Roy can be downloaded here.

Newsletters

Timberlake Consultants publish regularly the OxMetrics newsletters. A selection of the STAMP contributions in the last years are listed below:

Articles using STAMP

Although it is not always explicitly stated in published articles in scientific journals, STAMP is used often in empirical work. A few recent examples are given below:

Books related to STAMP

STAMP is developed for unobserved components time series models. Some books on this class of models are: