[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: Kalman Filter
I checked the SSC archives, etc and did not find a Kalman filtering
program. Is anyone aware of one for Stata?
I am thinking about writing my own , so anyone with a half-finished program
or suggestions for good algorithms, I'd appreciate those as well.
Federal Reserve Bank of Cleveland
work: 1 (216) 579 2014
fax: 1 (216) 579 3050
* For searches and help try: