SS book microsite
This microsite provides free supporting materials for the book: "State-Space Methods for Time Series Analysis"
State-Space Methods for Time Series Analysis: Theory, Applications and Software
Here we will provide free materials such as: the book preface, the table of contents, sample chapters, links to the supporting software and data, reviews/endorsements, errata, etc.
The code and data required to replicate the examples in the book can be downloaded from:
|Source code and data for the examples in the book: "State-Space Methods for Time Series Analysis: Theory, Applications and Software."|
|To run this code you will need Matlab and also our E4 Toolbox:|
|E4 Toolbox: This is the source code of our MATLAB Toolbox for econometric modeling of time series.
|User manual: This is the manual of the Toolbox, including a detailed description of its functions and many examples.