State space restrictions over the values of the state variable

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Cristian Valencia
Posts: 1
Joined: Wed May 16, 2018 1:34 pm

State space restrictions over the values of the state variable

Postby Cristian Valencia » Wed May 16, 2018 2:30 pm

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 advance,

EViews Glenn
EViews Developer
Posts: 2597
Joined: Wed Oct 15, 2008 9:17 am

Re: State space restrictions over the values of the state variable

Postby EViews Glenn » Fri May 25, 2018 4:40 pm

I can't see an easy way to do that since we need linearity in the states.


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