MFSS

Mixed Frequency State Space toolbox

https://github.com/davidakelley/MFSS

Version 2.6.5 (2.72 MB)
226 Downloads
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31 Oct 2022

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Estimation and inference on state space models that allow for mixed-frequency time series data.

For an introduction to mixed-frequency state space modeling see "A Practitioner's Guide and Matlab Toolbox for Mixed Frequency State Space Models" by Scott Brave, Andrew Butters, and David Kelley.

Cite As

Brave S, Butters RA, Kelley D (2019). "A Practitioner's Guide and Matlab Toolbox for Mixed Frequency State Space Models." Working Paper.

Categories

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General Information

MATLAB Release Compatibility

  • Compatible with R2017a to R2018b

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
2.6.5

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.