To cite package 'dse' in publications please use one or more of:
Gilbert, P. D. (2000) A note on the computation of time series model roots Applied Economics Letters: 7, 423-424.
Gilbert, P. D. (1995) Combining VAR Estimation and State Space Model Reduction for Simple Good Predictions J. of Forecasting: Special Issue on VAR Modelling: 14, 229-250.
Gilbert, P. D. (1993) State Space and ARMA Models: An Overview of the Equivalence Bank of Canada Working Paper 93-4. Ottawa, Canada<http://www.bankofcanada.ca/1993/03/publications/research/working-paper-199/>
Gilbert, P. D. (2006 or later) Brief User's Guide: Dynamic Systems Estimation distributed with the dse package. <http://cran.r-project.org/web/packages/dse/vignettes/dse-guide.pdf>
For BibTex versions of citations use: toBibtex(citation('dse'))
Corresponding BibTeX entries:
@Article{,
author = {{Gilbert} and {P.D.}},
year = {2000},
title = {A note on the computation of time series model roots},
journal = {Applied Economics Letters},
volume = {7},
pages = {423-424},
}
@Article{,
author = {{Gilbert} and {P.D.}},
year = {1995},
title = {Combining VAR Estimation and State Space Model Reduction
for Simple Good Predictions},
journal = {J. of Forecasting: Special Issue on VAR Modelling},
volume = {14},
pages = {229-250},
}
@TechReport{,
author = {{Gilbert} and {P.D.}},
title = {State Space and ARMA Models: An Overview of the
Equivalence},
institution = {Bank of Canada},
address = {Ottawa, Canada},
type = {Working Paper},
number = {93-4},
url =
{http://www.bankofcanada.ca/1993/03/publications/research/working-paper-199/},
year = {1993},
}
@Manual{,
title = {Brief User's Guide: Dynamic Systems Estimation},
author = {{Gilbert} and P. D.},
year = {2006 or later},
url =
{http://cran.r-project.org/web/packages/dse/vignettes/dse-guide.pdf},
}