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- Thu Feb 05, 2009 1:19 am
- Forum: Estimation
- Topic: kalman filter for panel data
- Replies: 0
- Views: 3069
kalman filter for panel data
Hi now i'm use EViews5.1 for data analysis purpose. and my problem is i must use kalman filter technique. my model is nelson-siegel, this model try to estimate yield curve in term of 3 betas so each observation i will have 19 datas for 19 maturities, and all i have 90 observations , it's look like p...