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.

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Year of publication:	1989
Authors:	Diebold, Francis X
Published in:	Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 4.1989, 2, p. 195-204
Publisher:	John Wiley & Sons, Ltd.

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005823669