State space programming tutorial

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.

Moderators: EViews Gareth, EViews Moderator

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

State space programming tutorial

Postby d952 » Sat Nov 23, 2013 3:28 pm

Hello all

I am trying to learn programming in Eviews for implementing State Space and Kalman filter techniques, but it seems that its pretty complicated, I read the Eviews guide for this section but still I have plenty of questions, does any one can introduce me a good tutorial for state space programming in Eviews? It is really needed, your helps are very appreciated.
Thanks

trubador
Did you use forum search?
Posts: 1518
Joined: Thu Nov 20, 2008 12:04 pm

Re: State space programming tutorial

Postby trubador » Wed Nov 27, 2013 6:09 am

User's guide is a very good source to learn the implementation of state space models in EViews. If you still have questions regarding the practical aspects, you can always search the forum for your specific queries. You will find plenty of discussions on state space modeling here. As for the theory itself, you can refer to "Jacques J.F. Commandeur and Siem Jan Koopman (2007). An Introduction to State Space Time Series Analysis, Oxford University Press", which is a good place to start.


Return to “Estimation”

Who is online

Users browsing this forum: Google [Bot] and 22 guests