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- Fri Nov 20, 2009 12:26 pm
- Forum: Estimation
- Topic: Kalman Filter with Panel Data
- Replies: 1
- Views: 3577
Kalman Filter with Panel Data
Is it true that the state space objects cannot handle vectors of time series data? If so does anybody have any suggestions as to how one could apply a k-filter to a panel data set... I am new to e-views so I could be confused, but this seems to be a fairly considerable constraint to place on state s...