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by rrremedio
Wed Aug 06, 2025 6:27 pm
Forum: General Information and Tips and Tricks
Topic: Mathematical representation of a particular state space model
Replies: 1
Views: 18978

Mathematical representation of a particular state space model

Hello, I am working with the following state space model and would like to confirm my understanding of how EViews interprets the error structure. Here is the model specified in the sspace object: depvar1 = SV1 + [ENAME=E1, VAR=192*EXP(C(1))] depvar2 = C(3)*depvar2(-1) + E1 @STATE SV1= SV1(-1) + [VAR...
by rrremedio
Wed Sep 25, 2024 8:35 am
Forum: General Information and Tips and Tricks
Topic: State Space equivalent representations?
Replies: 1
Views: 40686

State Space equivalent representations?

I know the state space framework is flexible enough to accept different representantions of the same question. The following pieces of code get close variances parameters, but not the same. Is this a state space representation question or there's an addtonal parameter I should set in Eviews? 'Code 1...

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