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.

Sunday, December 2, 2012

About

This blog is about economic bubbles sometimes called panics and manias. My major interest is what role, if any, causal macromodels might play in the prediction and analysis of bubbles.

No comments:

Post a Comment