Estimating state space model for GARCH(1,1)
Moderators: EViews Gareth, EViews Moderator
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- EViews Developer
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- Joined: Wed Oct 15, 2008 9:17 am
Re: Estimating state space model for GARCH(1,1)
The extended Kalman filter is not supported in EViews.
Re: Estimating state space model for GARCH(1,1)
EViews Glenn wrote:The extended Kalman filter is not supported in EViews.
Dear All,
In the current 13 version of EVIEWS, is it now possible to model nonlinear state space for example Extended Kalman Filter or not?
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- EViews Developer
- Posts: 2672
- Joined: Wed Oct 15, 2008 9:17 am
Re: Estimating state space model for GARCH(1,1)
I am sorry, but no.
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