Search found 2 matches
- Wed Aug 31, 2011 2:06 am
- Forum: Estimation
- Topic: Kalman Filter & HP Filter
- Replies: 0
- Views: 2048
Kalman Filter & HP Filter
I am busy investigating potential output estimation through a production function approach. Does it make sense to use the Kalman filter to obtain an estimate of total factor productivity (as an unobserved variable) and to then use the HP filter on the resulting series to obtain "trend TFP"...
- Tue Nov 30, 2010 12:53 am
- Forum: Models
- Topic: Adding and initializing add factors
- Replies: 1
- Views: 5553
Adding and initializing add factors
Hi, I want to add add-factors to a model object. I am using the following code:\ eq_{%0}_{%2}.makemodel(model{%0}) model{%0}.addassign(v) {%0} model{%0}.addinit(v=n, s=b) {%0} model{%0}.solveopt(s=d, d=d, a=t ) model{%0}.scenario(a) "Scenario 1" model{%0}.scenario scenario 1 model{%0}.over...
