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by Halfdan
Tue Oct 11, 2011 6:35 am
Forum: Estimation
Topic: State space and NAIRU estimation
Replies: 3
Views: 3730

Re: State space and NAIRU estimation

Have you seen the previous discussion on this issue at: http://forums.eviews.com/viewtopic.php?f=4&t=4366
Yes, I have, but I can't find the answers to my specific questions regarding the specification of the errors and how to set the signal-to-noise ratio.

Halfdan
by Halfdan
Tue Oct 11, 2011 4:21 am
Forum: Estimation
Topic: State space and NAIRU estimation
Replies: 3
Views: 3730

State space and NAIRU estimation

Hi, I some questions regarding the fomulation of my state space for use in NAIRU estimation using the Kalman filter. First, I'd like to ask some more general type questions. I have no issue with setting up the state space model and estimating it, but my results are not believable so I'm sure I have ...

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