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Thanks for the response Starz.

I have been adjusting the starting values and it seems that estimation is very, very sensitive to which starting values I was choosing for my variance terms.

Seems like I have that sorted.

Thanks,

Alan

Hi again guys, Just some quick questions which are related to the above, which hopefully somebody can explain to me. Please find my workfile attached. Here you can see that there are two state space models (ss02 and ss02a) which are identical. However, the results I have obtained when estimating are...

Hi,

I just thought I would bump this to see if anybody can help me with the above -- even if its to say they cant. I am still struggling.

Thanks.

Hi again guys, I really appreciate all the help you have given me so far. Its good to know that my version of Eviews supports the model I want to estimate. Unfortunately, I don't seem to be able to get the model to converge to a singular covariance matrix. I will describe the steps I have taken, whi...

@Trubador Thanks for the help -- very much appreciated. I will try to make my model more parsimonious. I agree with your point on the random walks in the deathrate equation -- as my data indicate this is I(0). However, I would like to include a RW in the birthrate equation because this corresponds t...

Thanks, hopefully this loads!

Alan

In the eviews help guide it says that when estimating VEC, the number of CEs should be one lower than the number of explanatory variables? Why is this requirement so? Because the EC matrix is not of reduced rank and thus a levels VAR is appropriate. The following is the usual rule of thumb: rank(pi...

Hello, I am new to Eviews and would greatly appreciate any help with the following query. I purchased Eviews last week based on the software's ability to perform State Space modeling. However, I could only afford the basic student package - version 6. I note that there are certain limits on the stud...