I am estimating a State Space Model using .ml.
It seems that the estimation is very sensible to the choice of the "initial parameters" used in the optimization problem.
I couldn´t figure out what is the EViews´default for this initial parameters.
Thank you very much,
Myrian
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- Thu Feb 19, 2009 10:51 am
- Forum: Estimation
- Topic: ML - Intial Parameters
- Replies: 1
- Views: 3721