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  • sspace
  • Referenced in 1 article [sw24827]
  • parameters of unobserved-component models, vector autoregressive moving-average models, and dynamic-factor models...

  • PROC VARMAX
  • Referenced in 1 article [sw12093]
  • associated with vector autoregressive moving-average processes with exogenous regressors (VARMAX) models. Often, economic...

  • R
  • Referenced in 8359 articles [sw00771]
  • R is a language and environment for statistical...

  • EISPACK
  • Referenced in 486 articles [sw04208]
  • EISPACK is a collection of Fortran subroutines that...

  • KernSmooth
  • Referenced in 911 articles [sw04586]
  • Kernel smoothing refers to a general methodology for...

  • SHAZAM
  • Referenced in 31 articles [sw04924]
  • SHAZAM is powerfully simple software for econometricians, statisticians...

  • Stata
  • Referenced in 335 articles [sw06029]
  • Stata is a complete, integrated statistical package that...

  • LMI toolbox
  • Referenced in 1419 articles [sw06383]
  • Linear Matrix Inequalities (LMIs) and LMI techniques have...

  • LISREL
  • Referenced in 323 articles [sw06514]
  • During the last thirty eight years, the LISREL...

  • FinTS
  • Referenced in 180 articles [sw11125]
  • FinTS: Companion to Tsay (2005) Analysis of Financial...

  • ismev
  • Referenced in 364 articles [sw11209]
  • R package ismev: An Introduction to Statistical Modeling...

  • longmemo
  • Referenced in 603 articles [sw11216]
  • longmemo: Statistics for Long-Memory Processes (Jan Beran...

  • AS 195
  • Referenced in 97 articles [sw14058]
  • Algorithm AS 195: Multivariate normal probabilities with error...

  • AS 197
  • Referenced in 27 articles [sw14121]
  • A fast algorithm for the exact likelihood of...

  • Microfit
  • Referenced in 37 articles [sw15806]
  • Microfit 3.0: an interactive econometric software package. Microfit...

  • dfactor
  • Referenced in 1 article [sw24828]
  • Dynamic-factor models. Stata’s new dfactor command...

  • Mata
  • Referenced in 1 article [sw24829]
  • Mata is a programming language that looks a...

  • nlmdl
  • Referenced in 116 articles [sw27811]
  • nlmdl: Instructions for obtaining, A C++ implementation of...