Hi
I have to estimate a time varying AR(2)
R(t)=b0(t)+b1*R(t-1)+b2*R(t-2)+e(t)
b1(t)=b1(t-1)+u1(t)
b2(t)=b2(t-1)+u2(t)
how can I define my state space model in eviews?
Thanks
Moderators: EViews Moderator, EViews Gareth
Users browsing this forum: No registered users and 8 guests