• 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 7624 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 878 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 314 articles [sw06029]
  • Stata is a complete, integrated statistical package that...
  • LMI toolbox

  • Referenced in 1409 articles [sw06383]
  • Linear Matrix Inequalities (LMIs) and LMI techniques have...
  • LISREL

  • Referenced in 300 articles [sw06514]
  • During the last thirty eight years, the LISREL...
  • ismev

  • Referenced in 326 articles [sw11209]
  • R package ismev: An Introduction to Statistical Modeling...
  • longmemo

  • Referenced in 566 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 112 articles [sw27811]
  • nlmdl: Instructions for obtaining, A C++ implementation of...
  • QSIMVN

  • Referenced in 130 articles [sw32329]
  • QSIMVN: A Matlab function with supporting functions, for...