Stock and Watson Time Varying Parameter Model

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d952
Posts: 64
Joined: Tue Nov 22, 2011 6:30 am

Stock and Watson Time Varying Parameter Model

Postby d952 » Thu Nov 21, 2013 7:39 am

Dear all
I am trying to do a time varying parameter estimation with using a Stock and Watson (1996) model with Kalman filter, is there command for that on Eviews?

Thank you in advance
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