State space methods in stata

Journal of Statistical Software

Volumn 41, Issue 10, 2011, Pages 1-25

  Drukker, David M ^a   Gates, Richard B ^a  

^a StataCorp   (United States)

Author keywords

Basic structural model; Dynamic factor model; Local level model; Local linear trend model; Sspace; State space; Unobserved components models; Vector autoregressive moving average model

Indexed keywords

EID: 79961231324     PISSN: None     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v041.i10     Document Type: Article

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