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- Fri May 01, 2026 4:38 pm
- Forum: Estimation
- Topic: Timing when specifying state-space model
- Replies: 0
- Views: 34
Timing when specifying state-space model
Hi Say I specify a state-space model in the following way: @signal y = x + [ename=e1, var = (sigma(1)+dummy*sigma(2))^2] @state x = x(-1) + [ename=e2, var = (sigma(1)+dummy*sigma(2))^2] where dummy is 1 in period t1. Am I right in thinking that when "x" is written in a signal equation, it ...