Search found 3 matches
- Mon Sep 08, 2014 2:47 am
- Forum: Estimation
- Topic: Kalman Filter for Natural Rate of Interest (NRR)
- Replies: 3
- Views: 3982
Re: Kalman Filter for Natural Rate of Interest (NRR)
Thanks for the reply, startz. I guess I was hoping there was a work-around similar to the work around for higher order lags. Let me know if such work-arounds exist. Thanks!
- Sun Sep 07, 2014 7:20 pm
- Forum: Estimation
- Topic: Kalman Filter for Natural Rate of Interest (NRR)
- Replies: 3
- Views: 3982
Re: Kalman Filter for Natural Rate of Interest (NRR)
Hi all I would really, really, really be grateful for help on the query below... I want to use eviews for my research, but I am getting feedback from colleagues that the 2 cases below would require me to use Matlab or R. But as I've said, I prefer eviews. So if anyone knows any work-around, can you ...
- Thu Sep 04, 2014 3:49 am
- Forum: Estimation
- Topic: Kalman Filter for Natural Rate of Interest (NRR)
- Replies: 3
- Views: 3982
Kalman Filter for Natural Rate of Interest (NRR)
I've a couple of questions on kalman filter, which I am using to compute for natural rate of return. 1. I wanted to run a kalman filter with the following specs: @signal y = SV1 + error var @signal z = bunch of exogenous vars + c( )*SV1 + error var @state SV1 = SV3 + SV1(-1) + error var @state SV2 =...
