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sspace
- Referenced in 1 article
[sw24827]
- parameters of unobserved-component models, vector autoregressive moving-average models, and dynamic-factor models...
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PROC VARMAX
- Referenced in 1 article
[sw12093]
- associated with vector autoregressive moving-average processes with exogenous regressors (VARMAX) models. Often, economic...
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R
- Referenced in 8359 articles
[sw00771]
- R is a language and environment for statistical...
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EISPACK
- Referenced in 486 articles
[sw04208]
- EISPACK is a collection of Fortran subroutines that...
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KernSmooth
- Referenced in 911 articles
[sw04586]
- Kernel smoothing refers to a general methodology for...
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SHAZAM
- Referenced in 31 articles
[sw04924]
- SHAZAM is powerfully simple software for econometricians, statisticians...
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Stata
- Referenced in 335 articles
[sw06029]
- Stata is a complete, integrated statistical package that...
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LMI toolbox
- Referenced in 1419 articles
[sw06383]
- Linear Matrix Inequalities (LMIs) and LMI techniques have...
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LISREL
- Referenced in 323 articles
[sw06514]
- During the last thirty eight years, the LISREL...
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FinTS
- Referenced in 180 articles
[sw11125]
- FinTS: Companion to Tsay (2005) Analysis of Financial...
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ismev
- Referenced in 364 articles
[sw11209]
- R package ismev: An Introduction to Statistical Modeling...
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longmemo
- Referenced in 603 articles
[sw11216]
- longmemo: Statistics for Long-Memory Processes (Jan Beran...
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AS 195
- Referenced in 97 articles
[sw14058]
- Algorithm AS 195: Multivariate normal probabilities with error...
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AS 197
- Referenced in 27 articles
[sw14121]
- A fast algorithm for the exact likelihood of...
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Microfit
- Referenced in 37 articles
[sw15806]
- Microfit 3.0: an interactive econometric software package. Microfit...
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mftoolbox
- Referenced in 485 articles
[sw23743]
- The Matrix Function Toolbox is a MATLAB toolbox...
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dfactor
- Referenced in 1 article
[sw24828]
- Dynamic-factor models. Stata’s new dfactor command...
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Mata
- Referenced in 1 article
[sw24829]
- Mata is a programming language that looks a...
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nlmdl
- Referenced in 116 articles
[sw27811]
- nlmdl: Instructions for obtaining, A C++ implementation of...