SS book microsite
This microsite provides free supporting materials for the book: "State-Space Methods for Time Series Analysis"
Casals, J.M. Garcia-Hiernaux, A. Jerez, M. Sotoca, S. and Trindade, A.A. "State-Space Methods for Time Series Analysis: Theory, Applications and Software." Chapman and Hall/CRC. ISBN 9781482219593 - CAT# K22164
Here we provide free materials such as the code and data required to replicate the examples in the book, which 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.