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.” Working Paper 93-4, Bank of Canada, Ottawa, Canada. https://www.bankofcanada.ca/1993/03/working-paper-1993-00/.
Gilbert, P. D. (2006 or later). Brief User's Guide: Dynamic Systems Estimation. https://CRAN.R-project.org/package=dse/vignettes/Guide.pdf.
For BibTex versions of citations use: toBibtex(citation('dse'))
Corresponding BibTeX entries:
@Article{, author = {{Gilbert, 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, 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, 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 = {https://www.bankofcanada.ca/1993/03/working-paper-1993-00/}, year = {1993}, }
@Manual{, title = {Brief User's Guide: Dynamic Systems Estimation}, author = {{Gilbert, P. D.}}, year = {2006 or later}, url = {https://CRAN.R-project.org/package=dse/vignettes/Guide.pdf}, }