Estimations Procedures with RATS 8.0 or higher for Commandeur and Koopman's Book: Introduction to State Space Time Series Analysis
128 Pages Posted: 9 Oct 2014
Date Written: October 6, 2014
This file consists of estimations in the time series software RATS (Regression Analysis of Time Series). In this file program files and procedures for the estimations in the book by Commandeur and Koopman’s had been provided. The order of estimations is by the book chapters.
Keywords: time seriesRATS 8.0, state space models
JEL Classification: C1, C53,C69
Suggested Citation: Suggested Citation