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:

Diskettes 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
 Diskettes E4 ToolboxThis is the source code of our MATLAB Toolbox for econometric modeling of time series.
 Man with glasses reading User manualThis is the manual of the Toolbox, including a detailed description of its functions and many examples.