From this page you can download SsfPack 2.2 and soon the beta version 2.3. Further you can view directly the documentation from here. The plan is to collect here all Ox programs using SsfPack which have been used in published articles and in on-going research projects. In this way everyone can replicate reported results and can develop further their own Ox programs using SsfPack. About SsfPack by Siem Jan Koopman, Neil Shephard and Jurgen A. Doornik SsfPack is a suite of C routines for carrying out computations involving the statistical analysis of univariate and multivariate models in state space form.
Basic functions are available for filtering, moment smoothing and simulation smoothing.
SsfPack can be easily used for implementing, fitting and analysing Gaussian models relevant to many areas of econometrics and statistics. About the authors Siem Jan Koopman is Professor at Free University Amsterdam , Economics Faculty , Department of Econometrics , DeBoelelaan 1105, NL-1081 HV Amsterdam. For more information on Ox and GiveWin but also on PcGive and PcFiml, just visit the Doornik work page . The official release version is 2.2. You should now be able to use SsfPack.