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Applications of time varying coefficients and unobserved components analyses are increasing exponentially. Although the current version of state space object does a fairly good job on the subject, it still needs to be improved so as to take into account the nonlinearities. For example, Extended Kalm...

I strongly agree with that. Markov Switching Models have become the standard technique in most econometric researches.

I have been using EViews for years now (more than a decade actually), and I have had the chance to observe and witness its evolution. Over these years, I have been able to perform difficult and cumbersome tasks with ease thanks to its user friendliness. Although I really believe EViews has an innova...