Search found 1 match

by Angelo
Wed Mar 14, 2012 11:55 am
Forum: Estimation
Topic: commodity prices - state space
Replies: 0
Views: 1584

commodity prices - state space

Hi, i need some help. i'm trying to write a code for the paper call "Short-Term Variations and Long-Term Dynamics in Commodity Prices" by Schwartz and Smith (2000). The error is in the signal equation. @mprior svec3 @vprior svar3 param k 1.49 mu 0.0125 mustar -0.0115 lqi 0.157 lqsi -0.10 r...

Go to advanced search