Search found 2 matches
- Mon Dec 07, 2009 9:33 pm
- Forum: Programming
- Topic: State space model programming
- Replies: 1
- Views: 2342
- Mon Dec 07, 2009 4:59 pm
- Forum: Programming
- Topic: State space model programming
- Replies: 1
- Views: 2342
State space model programming
Hi! I am using Eviews 6 and I need to estimate a model using the kalamn filter. Consider a linear state space model as stated in equation 35.1 and 35.2 in the Background page on state space models of the user guide. In my model c_t, d_t, Z_t and T_t are constant and the state variables \alpha_t are ...