Search found 2 matches

by jerry
Wed Jun 08, 2011 12:16 am
Forum: Programming
Topic: Subroutine - putting the results directly into table
Replies: 1
Views: 2115

Subroutine - putting the results directly into table

Hello, Is it possible (Eviews 6) to put the scalar result of subroutine directly into table through the argument? I mean something like the following structure (not working): table(5,5) myresults subroutine local abc (series x, series y, scalar z) z = @obs(x) + @obs(y) endsub call abc(ser1, ser2, my...
by jerry
Tue Jun 07, 2011 12:37 am
Forum: Estimation
Topic: State-space model specification
Replies: 1
Views: 2029

State-space model specification

Hello, I would like to estimate the following model using sspace object: (1) Y = alpha + beta_{t}*X + eps_{t} (2) beta_{t} = B_{t} + C_{t} (3) B_{t} = B_{t-1} + w_{t} (4) C_{t} = phi*C_{t-1} + v_{t} where eps_{t}, w_{t} and v_{t} - random disturbances, beta_{t} - time-varying coefficient. How should...

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