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SNP: A Program for Nonparametric Time Series Analysis

  Link Details for: SNP: A Program for Nonparametric Time Series Analysis
Link Title: SNP: A Program for Nonparametric Time Series Analysis Open in a new window
Link URL: http://www.econ.duke.edu/~get/snp.html
Link Details: Code by A. Ronald Gallant and George Tauchen for nonparametric time series analysis that employs a Hermite polynomial series expansion to approximate the conditional density of a multivariate process.
Category: Top : Computers : Programming : Languages : Fortran : Source_Code : Statistics_and_Econometrics
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SNP: A Program for Nonparametric Time Series Analysis