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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