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- Tue Sep 02, 2014 2:08 pm
- Forum: Estimation
- Topic: Singular covariance in SSpace estimation.
- Replies: 8
- Views: 15055
Re: Singular covariance in SSpace estimation.
Hi rpn4 i'm having the same problem. My state equation is a VAR(1) so i used proxy of those variables an estimated my VAR(1). But using this numbers didn't solve my problem. Do you know what else i can do?