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- Mon Aug 30, 2010 6:31 pm
- Forum: Estimation
- Topic: Lagged dependant variable in state-space
- Replies: 1
- Views: 2298
Lagged dependant variable in state-space
Hi everyone, I was hoping you could give me a few pointers in making the most out of my work so far. Basically I have... @signal spainbonds = sv1 + sv2*spainbonds(-1) + sv3*spaincds(-1) + [var = exp(c(1))] I'd like to see if the coefficient SV3 exceeds SV2 at any point in time, that is that log bond...