Structural Time Series Analysis and Modelling Package: A Review.
This package performs specialized tasks related to specification, estimation, prediction and diagnostic checking in the context of a particular class of unobserved-components models. It is menu-driven and easy to use. Although the present (first) release suffers from a number of limitations, omissions and bugs, it is nevertheless a useful tool in the hands of a knowledgeable user. Copyright 1989 by John Wiley & Sons, Ltd.
Year of publication: |
1989
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Authors: | Diebold, Francis X |
Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 4.1989, 2, p. 195-204
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Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
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