STRUCTURAL TIME SERIES MODELLING WITH STAMP 6.02

摘要

STAMP is of interest to researchers and practitioners interested in the use of structural time series methods. The package sticks to the STM approach of the STAMP authors. As there are no missing important features, STAMP can also support a graduate course in structural time series methods. However, some econometricians and statisticians with the necessary skills might still prefer to develop their own programs, as STAMP users have limited control over the internal operations of the package.