Dear Ladies and Gentlemen,
I am trying to estimate a beta herding model in eviews, based on the study of Hwang and Salmon (2004).
Basicaly my measurement and transition equations are as follows (see attached pdf):
I am trying to implement these equations in eviews using following code:
@signal ret_log=c(1) +SV1+[var=exp(c(2))]
where ret_log is my dependent variable, but there is now convergence.
Could you help me in this issue?
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.
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