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Review of SsfPack 2.2: statistical algorithms for models in state space

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  • MARIUS OOMS
Abstract
SsfPack is a set of procedures with a strong link to the object-oriented matrix programming language Ox. In this review I first discuss installation issues and prerequisites for a productive use of SsfPack, namely statistical and econometric knowledge, programming skills and additional software. Next I discuss the documentation and sample programs. Before concluding I discuss extensions in the direction of user-friendly programs.

Suggested Citation

  • Marius Ooms, 1999. "Review of SsfPack 2.2: statistical algorithms for models in state space," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 161-166.
    • Handle: RePEc:ect:emjrnl:v:2:y:1999:i:1:p:161-166
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    Cited by:

    1. Francisco Cribari-Neto & Spyros Zarkos, 2003. "Econometric and Statistical Computing Using Ox," Computational Economics, Springer;Society for Computational Economics, vol. 21(3), pages 277-295, June.

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