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- Tue Apr 16, 2024 2:31 pm
- Forum: Estimation
- Topic: Maximum likelihhod estimator sspace showing the result of Probability, z statistic, and standard error as NA
- Replies: 1
- Views: 29342
Maximum likelihhod estimator sspace showing the result of Probability, z statistic, and standard error as NA
In the below code C(1) refers to mean of the real interest rate c(2) refers to Auto correlation obtained from correlogram C(3) and c(4) refer to SD/2. I am using a real interest rate as a single latent variable to find natural rate. Whatever the data, either monthly, quarterly or early I get exactly...