Stamp 5.0: A Review

927), London SE1 8BR. Single-user list price £500; academic discounts available. Package consists of a 382-page manual (Koopman et al., 1995) and two 3.5 inch 1.44 M diskettes. Requires: (1) IBM PC or compatible running DOS 3.3 or higher, (2) 460K of free memory for the DOS version and 100K of free memory and 1.2M of free extended memory for the " 386 version, " (3) 3M VGA video card.

[1]  Stephen L Taylor,et al.  Modelling Financial Time Series , 1987 .

[2]  Andrew Harvey,et al.  Forecasting, Structural Time Series Models and the Kalman Filter. , 1991 .

[3]  David M. Grether,et al.  Analysis of Economic Time Series: A Synthesis , 1980 .

[4]  M. West,et al.  Bayesian forecasting and dynamic models , 1989 .

[5]  James D. Hamilton A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle , 1989 .

[6]  Roger Koenker,et al.  Asymptotic Theory and Econometric Practice , 1988 .

[7]  F. Diebold Forecasting, Structural Time Series Models and the Kalman Filter, Andrew C. Harvey Cambridge University Press, 1939 , 1992, Econometric Theory.

[8]  Siem Jan Koopman,et al.  Stamp 5.0 : structural time series analyser, modeller and predictor , 1996 .

[9]  Chang-Jin Kim,et al.  Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching , 1998, Review of Economics and Statistics.

[10]  J. Doornik,et al.  PcFiml 8.0 : interactive econometric modelling of dynamic systems , 1995 .

[11]  N. Shephard,et al.  Stochastic Volatility: Likelihood Inference And Comparison With Arch Models , 1996 .

[12]  Francis X. Diebold,et al.  Structural time series analysis and modelling package: A review , 1989 .

[13]  F. Diebold,et al.  The dynamics of exchange rate volatility: a multivariate latent factor ARCH model , 1986 .

[14]  Bows Abraham,et al.  Analysis of Economic Time Series: A Synthesis , 1979 .