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1. Time_varying_correlation Time_varying_correlation Public

   R and C++ codes that can be used to replicate the empirical results obtained in the paper "Time-varying state correlations in state space models and their estimation via indirect inference" by Cate…

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2. Importance_sampling Importance_sampling Public

   R codes to implement two examples for the mode and importance sampling estimation methods.

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3. High_dimensional_state_space_model High_dimensional_state_space_model Public

   R codes and dataset for the estimation of the high-dimensional state space model proposed in the paper "A dynamic factor model approach to incorporate Big Data in state space models for official st…

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4. unhcr-mena/stratifiedsampling unhcr-mena/stratifiedsampling Public

   Tutorial to generate a stratified sample

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