Hi all,
I was wondering if it is possible to fit state space models with other distributions in EViews. Can anyone please tell me if this is possible, and if so, how?
Thanks in advance.
State space models with other distribution?
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State space models with other distribution?
Last edited by student07 on Sun Apr 05, 2015 11:21 am, edited 1 time in total.
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Re: State space models with t-distribution?
No. Unfortunately not.
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