Links
General
Software
Authors
Books
- Readings in
Unobserved Components Models, April 2005, A. Harvey and T. Proietti,
pp. 472, Oxford University Press.
- Stochastic
Volatility: selected readings, March 2005, N Shephard, pp. 352, Oxford University Press.
-
State Space and Unobserved Component Models: Theory and Applications.,
June 2004, A. Harvey, S.J. Koopman, and N. Shephard, pp. 393, Cambridge University Press.
- Time Series Analysis by
State Space Methods, June 2001, J. Durbin and S.J. Koopman, pp. 253, Oxford University Press.
STAMP Reviews
- Structural time series modelling with STAMP 6.02,
Journal of Applied Econometrics,
2005, Volume 20, Issue 4, pages 571-577 by Gilles Teyssière.
- STAMP 6.0,
International Journal of Forecasting ,
2003, Volume 19, Issue 2, pages 319-325 by Charlie Hallahan.
- STAMP 6.0: Structural Time Series Analyser, Modeller and Predictor,
CHEER Virtual Edition
by Guy Judge and Yasushi Ninomiya.
- Structural Time Series Modeling with SAS Proc UCM and STAMP,
Connect, Information Technology at NYU by Robert Yaffee.
- Stamp 5.0,
Structural Time Series Analyser, by Guy Judge, CHEER, 9, June 1995.
- A Review,
International Journal of Forecasting ,
1996, Volume 12, Issue 2,Pages 309-315 by Francis X. Diebold, Lorenzo Giogianni and Atsushi Inoue.
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Last change: 28/06/2006