News and Activities

(19/08/2008) Example of Fitting the term-structure in STAMP 8.10 is added. Click here for the pdf document.
(19/08/2008) New versions of STAMP 8.10 and Oxmetrics 5.10 are released in August 2008. List of new features can be found here.
(03/10/2007) Release of STAMP 8 in October 2007.
(19/04/2007) The data used in Stamp 7 are updated and are available for download.
(02/10/2006) Martyn Duffy has used Stamp in his paper `Tobacco consumption and policy in the United Kingdom'. This paper is published in Applied Economics, 2006, 38, 1235-1257.
(10/07/2006) Screenshots of Stamp 7 are added.
(22/06/2006) The Stamp 7 manual is available now. Visit the website of Timberlake Consultants for more information.
(22/06/2006) Stamp 7 is released in April 2006.
Software Review: Structural time series modelling with STAMP 6.02, Journal of Applied Econometrics, Volume 20, Issue 4, pages 571-577 (2005) by Gilles Teyssière.
Readings in Unobserved Components Models edited by Andrew Harvey and Tommaso Proietti has appeared. This book presents a collection of readings which give the reader an idea of the nature and scope of unobserved components models and the methods used to deal with them.

The forecasting dialog allows the forecasting of the unobserved components as well as the future observations.
Various errors have been removed from the program and some improvements have been introduced.
Most notably, the batch facilities have improved and some bugs in the routines for models with explanatory variables and intervention variables have been solved.
The automatic outlier and break detection procedure has been optimized further.

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