This paper surveys some common state space models used in macroeconomics and finance and shows how to specify and estimate these models using the SsfPack algorithms implemented in the S-PLUS module S+FinMetrics. Examples include recursive regression models, time varying parameter models, exact ARMA models and calculation of the Beveridge-Nelson decomposition, unobserved components models, stoch...

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We describe extensions to the nonlinear modeling facilities in release 3 of S and Splus. These extensions provide classesand methods for fitting and analyzing nonlinear mixed effects models with the two-stage estimation method described by Lindstrom and Bates (1990). They are implemented in a combination of S and C code and complement the classes and methods for the linear mixed effects model t...

Analyses of National Highway Traffic Safety Administration’s Fatality Analysis Reporting System (FARS) and National Automotive Sampling System (NASS)/General Estimates System (GES) data from 2002 – 2006 revealed specific performance errors and combinations of driver, vehicle, and roadway/environmental characteristics associated with older drivers’ crashes at intersections. For subsets of the tw...

The supersymmetric flavor, CP and Polonyi problems are hints that the fundamental scale of the soft supersymmetry breaking parameters may be above a TeV, in apparent conflict with naturalness. We consider the possibility that multi-TeV scalar masses are generated by Planckor unification-scale physics, and find the conditions under which the masses of scalars with large Yukawa couplings are driv...

This paper analyzes the welfare use of Turkish immigrants and natives in Germany. After a brief description of the system of minimum income protection and its recent reform we use data from the German Socio-Economic Panel Study to investigate the correlates of transfer receipt for the two subsamples. Immigrants of Turkish origin have a higher propensity to use welfare benefits than natives. Aft...

Ten years have passed since the design of the Slovenian health insurance card system, which has been used daily in the entire Slovenian health sector for the last eight years. Eventually, however, a growing number of business and technical reasons arose for the gradual renovation of the system. Therefore, in 2006, on the basis of a study of feasible solutions, the Health Insurance Institute of ...