Help for state space modelling

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.

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Help for state space modelling

Postby linluoau » Fri Apr 26, 2019 6:30 pm

Can someone help me with my NAIRU estimation. I tried to code the model as follows
sspace ssnairu
'ssnairu.append cpi = c(2)*cpihp+c(3)*cpi(-1)+c(4)*cpi(-2)+c(5)*cpi(-3)+c(6)*ulc(-1)+c(7)*((rue-nairu)/rue)+c(8)*d(rue(-1))/rue+c(9)*(pm(-1)-pm(-2))
'ssnairu.append ulc = c(10)*cpihp+c(11)*cpi(-1)+c(12)*cpi(-2)+c(13)*((rue-nairu)/rue)+c(14)*d(rue(-1))/rue
ssnairu.append @state nairu = nairu(-1) +[var=exp(c(15))]

All variables are observable except for nairu.
Many many thanks in advance

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