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by Ajim
Wed Jun 21, 2017 3:28 pm
Forum: Estimation
Topic: State Space Modeling
Replies: 1
Views: 2921

State Space Modeling

Hi, I am trying to use State-space model for robustness test of my another model, In My first Model I used an equation like this Y = c+ b1 X1 + B2 X2+ E and then I did a rolling analysis to identify the effect of a Dummy variable say D1 on the estimated coefficient of of X2 = (b2). Now One reviewer ...

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