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- Wed May 16, 2018 2:30 pm
- Forum: Estimation
- Topic: State space restrictions over the values of the state variable
- Replies: 1
- Views: 2651
State space restrictions over the values of the state variable
Hi everyone, I'm wondering how could I estimate the following model using eviews state space object: @signal y = c(1) + sv1*y(-1) +c(2)*x1 + c(3)*x3 + [var = exp(c(4)] @state sv1 = sv1(-1) + [var = 1] but with the following restriction over the values of state variable sv1: 0<= sv1 <=1 thanks in adv...