Links

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.

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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