EViews.com

Anyone?

I defined better my parameters. But there is something in eviews that is not clear to me. I try to explain it: Step 1: set initial value for parameters => "convergence" Step 2: try again estimate => "near singular Matrix" If I put to zero c vector of parameters, where Eviews stor...

After an Initial calibration with starting value that give me a convergence even if with a failure (read below). Sspace: DIEBOLD_KALMAN_FILTER Method: Maximum likelihood (Marquardt) Date: 10/02/14 Time: 09:16 Sample: 7/19/1999 1/17/2014 Included observations: 3711 Failure to improve Likelihood afte...

Reading some papers as "Forecasting the term structure of government bond yields" by Diebold or "The Impact of the sovereign debt crisis on the activity of italian bank" by albertazzi and other, I noticed that they do autoregression on series that are not stationary. This sound a...