State Space Modeling

[Ajim]

Hi, I am trying to use State-space model for robustness test of my another model,
In My first Model I used an equation like this Y = c+ b1 X1 + B2 X2+ E
and then I did a rolling analysis to identify the effect of a Dummy variable say D1 on the estimated coefficient of of X2 = (b2).
Now One reviewer asked me to use a single model like state-space model for the robustness test of my model. I am new to this model, I however, read a number of papers on this model, but I can't use this on E-views (if I use the model using signal and state equation its giving me an abnormal estimation and a flat line)
Can I use state-space model to get the similar result as I got from rolling analysis, and can I graph the estimated coefficient for dummy variable.
Can someone help me with the keyword and variable specification (which variable should go where) in state space model.

Thank you in advance.

[EViews Glenn]

Sorry I didn't see this until just now.

http://www.eviews.com/help/helpintro.ht ... Views.html

You want your coefficients to be recursive.