SSM Procedure

Examples: SSM Procedure

Subsections:

33.1 Bivariate Basic Structural Model
33.2 Panel Data: Random-Effects and Autoregressive Models
33.3 Backcasting, Forecasting, and Interpolation
33.4 Longitudinal Data: Smoothing of Repeated Measures
33.5 A User-Defined Trend Model
33.6 Model with Multiple ARIMA Components
33.7 A Dynamic Factor Model for the Yield Curve
33.8 Diagnostic Plots and Structural Break Analysis
33.9 Longitudinal Data: Variable Bandwidth Smoothing
33.10 A Transfer Function Model for the Gas Furnace Data
33.11 Panel Data: Dynamic Panel Model for the Cigar Data
33.12 Multivariate Modeling: Long-Term Temperature Trends
33.13 Bivariate Model: Sales of Mink and Muskrat Furs
33.14 Factor Model: Now-Casting the US Economy
33.15 Longitudinal Data: Lung Function Analysis
33.16 Temporal Distribution: Estimating Monthly GDP
33.17 Temporal Aggregation: Triannual Nile River Level
33.18 Invariance of the Marginal Likelihood under Linear Rescaling of the Diffuse Effects

Last updated: June 19, 2025