SNP Version 8.4.

The writer reviews SNP, a computer program for nonparametric time series analysis. SNP is a public-domain package that estimates the conditional density of a stationary multivariate time series, employing a polynomial series expansion and a model selection strategy to calculate the degree of the ex...

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Bibliographic Details
Published in:Economic Journal Vol. 106; pp. 1825 - 1830
Main Author: Podivinsky, Jan M.
Format: Product Evaluation
Published: Wiley-Blackwell November 1996
Online Access:View this record in EBSCOhost