Search found 2 matches
- Wed Sep 24, 2014 7:44 am
- Forum: Programming
- Topic: Diebold, Rudebusch, Aruoba (2006) State-Space Model
- Replies: 2
- Views: 3413
Re: Diebold, Rudebusch, Aruoba (2006) State-Space Model
The coefficient numbers are a bit off, its a modified code from a larger model specification
- Wed Sep 24, 2014 7:13 am
- Forum: Programming
- Topic: Diebold, Rudebusch, Aruoba (2006) State-Space Model
- Replies: 2
- Views: 3413
Diebold, Rudebusch, Aruoba (2006) State-Space Model
Hello, I'm trying to replicate the Diebold, Rudebusch, Aruoba (2006) "The macroeconomy and the yield curve: a dynamic latent factor approach" paper using a smaller dataset from my country (42 obs). When trying to estimate the model, Eviews generates the following message: "Insufficien...