...Nobody has yet developed the mathematical equations and computer models needed to do really good economic predictions--Allan Marks, 2012.
State Space Models
All state space models are written and estimated in the R programming language. The models are available here with instructions and R procedures for manipulating the models here here.
Thursday, May 8, 2025
Controlling Dynamic Components Models
For more information on Dynamic Component Models see Pasdirtz, 2007.
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