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,
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
2 posts • Page 1 of 1
I can't see an easy way to do that since we need linearity in the states.
Who is online
Users browsing this forum: Bing [Bot] and 7 guests