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
See this book at Taylor & Francis, Chapman and Hall/CRC or Amazon.com, or download free supplementary materials from the book microsite.
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. |
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User manual: This is the manual of the Toolbox, including a detailed description of its functions and many examples. |