Hi everyone,
I'm wondering how could I estimate the following model using eviews state space object:
@signal y = c(1) + sv1*y(-1) +c(2)*x1 + c(3)*x3 + [var = exp(c(4)]
@state sv1 = sv1(-1) + [var = 1]
but with the following restriction over the values of state variable sv1: 0<= sv1 <=1
thanks in advance,
State space restrictions over the values of the state variable
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Re: State space restrictions over the values of the state variable
I can't see an easy way to do that since we need linearity in the states.
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