I checked the SSC archives, etc and did not find a Kalman filtering
program. Is anyone aware of one for Stata?
I am thinking about writing my own , so anyone with a half-finished program
or suggestions for good algorithms, I'd appreciate those as well.
Mark
____________________________
Mark Schweitzer
Research Department
Federal Reserve Bank of Cleveland
work: 1 (216) 579 2014
fax: 1 (216) 579 3050
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