Re: st: State-Space Models

["Kyle K. Hood" <kyle.hood@yale.edu>]

Fortran or Matlab?

Rosen, Jeff - INV wrote:
> Thanks for your help. Unfortunately, that's what I was afraid of. Does
> anyone know of a good program that does have the ability to run
> state-space models?
>
> Thanks,
>
> Jeff 
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Robert A
> Yaffee
> Sent: Thursday, April 17, 2008 2:36 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: State-Space Models
>
> Jeff,
>    Stata 10 does not yet have provision for user defined state space
> models within the state space form for extended or augmented Kalman
> filter or MCMC particle filters.
>    Regards,
>          Bob Yaffee
>
>
> Robert A. Yaffee, Ph.D.
> Research Scientist
> Silver School of Social Work
> New York University
>
>
> ----- Original Message -----
> From: "Rosen, Jeff - INV" <jsrosen@aegonusa.com>
> Date: Thursday, April 17, 2008 1:54 pm
> Subject: st: State-Space Models
> To: statalist@hsphsun2.harvard.edu
>
>
>   
> > Hi,
> >
> > Does STATA 10 have an easy command to run a Markov switching 
> > state-space model? I didn't see anything listed in the TS manual or in
> >     
>   
> > the statalist archive.
> >  
> > Thanks,
> >  
> > Jeff S. Rosen, PhD
> >
> > *
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