Search found 2 matches

by jhkemp
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"...
by jhkemp
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...

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