Official website: http://www.stata.com/
Here you can download Stata .do scripts and data (when needed, because sometimes they are automatically downloaded by the script from the Stata data repository).
- BSM applied to the Airline time series
Notes: 1. the local linear trend is reduced to a random walk with drift because otherwise the estimation procedure does note converge; 2. there are two versions of the same model, one uses the ucm procedure and the other uses sstate.