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- Wed Oct 14, 2020 10:06 am
- Forum: Estimation
- Topic: Estimating state space model for GARCH(1,1)
- Replies: 18
- Views: 120065
Re: Estimating state space model for GARCH(1,1)
Hi, I am new to EVIEWS. Is it possible to model nonlinear state space in EVIEWS or not? Not sure if the option is now available or not since I was checking the previous comments. Are there any software like Stata, SPSS, or.... capable of dealing with nonlinear state space model (Extended Kalman Filt...