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- Tue May 12, 2015 7:29 pm
- Forum: Estimation
- Topic: Kalman state variables as observed variables
- Replies: 1
- Views: 2264
Kalman state variables as observed variables
On eviews, can we use "non-hidden" observed variables as state variables? i.e. if we assume that household consumption is influenced by income and inflation, could we use income and inflation data as state variables? I tried Kalman filter with sv1+sv2(i.e. random variables) and income+infl...