Replication Dataset and Programs
Kalman Filter Models

• Daily Readings of Macropartisanship, 1976-1995, CBS/NYT data for Texas: Example input for Web-based filtering program (ASCII data)

• Daily Readings of Macropartisanship, 1976-1995, CBS/NYT data for California: Example for Web-based filtering program (ASCII data)

• Daily Readings of Macropartisanship, 1953-1995, using Gallup Personal Interview Surveys (ASCII data)

• Creates a Gauss dataset from the daily Gallup data

• Gauss code to run Kalman Filter on Daily Partisanship Readings

• Runs KF estimation assuming known structural parameters

• Bootstraps KF estimation assuming known structural parameters and compares it to other estimation approaches (e.g., moving averages)

• Runs KF estimation assuming known structural parameters and unevenly spaced observations

• Creates a Gauss dataset of unevenly spaced simulated observations

• GAUSS Code using Maxlik to estimate parameters of KF model