Search found 2 matches

by kiyotaki
Sun Feb 03, 2019 9:32 am
Forum: Econometric Discussions
Topic: State Space Z-Statistic for final State
Replies: 0
Views: 226

State Space Z-Statistic for final State

Hello, I am estimating a state space model with one time varying coefficient with annual data covering 1970 2017. I attach the Eviews outputs to the post. As you will see the fixed coefficients are statistically significant according to their corresponding z values. However, the final state appears ...
by kiyotaki
Sun Jan 27, 2019 5:53 am
Forum: Econometric Discussions
Topic: State Space Insignificant Final State
Replies: 0
Views: 190

State Space Insignificant Final State

Hi People, I have estimated a state space model with one time varying coefficient and two fixed coefficients. All the coefficients appear to be statistically significant but the the reported final state has a z-statistic with a p-value of 0.67. I am interested in the time variance of the state varia...

Go to advanced search