State_Space_Models_FEX
于 2015-07-22 发布
文件大小:40KB
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代码说明：
State Space/ Kalman Filter Toolbox,Author: Marcelo Perlin / (PhD Student) / ICMA – Reading University,This toolbox was designed to simulate and fit linear state space models with the kalman filter approach. The main literature I used for this particular package is Kim and Nelson (1999) and Hamilton (1994).
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