Kim Filter
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Documentation for package ‘kimfilter’ version 2.0.0
Help Pages
| kim_filter | Kim Filter |
| ss_prob | Steady State Probabilties |
| sw_dcf | Stock and Watson Markov Switching Dynamic Common Factor Data Set |
| kim_filter | Kim Filter |
| ss_prob | Steady State Probabilties |
| sw_dcf | Stock and Watson Markov Switching Dynamic Common Factor Data Set |