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Structural Time Series Analysis and Modelling Package: A Review

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Author Info
Diebold, Francis X

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Abstract

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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Publisher Info
Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.

Volume (Year): 4 (1989)
Issue (Month): 2 (April-June)
Pages: 195-204
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Handle: RePEc:jae:japmet:v:4:y:1989:i:2:p:195-204

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  1. Diebold, Giorgianni, & Inoue, . "Stamp 5.0: A Review," Home Pages _058, University of Pennsylvania. [Downloadable!]
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