MATLAB Toolbox for econometric modeling of time series. E4 makes up for the lack of PC software for estimating econometric models by exact maximum likelihood.
File list:
E 4
..\Examples
..\........\An Exact Multivariate Model-based Structural Decomposition-e4trend_pdf.zip
..\........\E4trend_section6_dat.zip
..\........\E4trend_section7_dat.zip
..\........\MATLAB Toolbox for reliable time series modeling and forecasting in State-Space - isfexamp.zip
..\........\MATLAB Toolbox for reliable time series modeling and forecasting in State-Space - isfpaper_pdf.zip
..\........\The Exact Likelihood for a State Space Model with Stochastic Inputs - fvinit_pdf.zip
..\e4 manual_pdf.zip
..\E4 Toolbox 1.mht
..\E4 Toolbox 2.mht
..\E4 Toolbox.mht
..\e4.zip