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by NR70
Mon Mar 26, 2012 3:01 am
Forum: Estimation
Topic: State-space model estimation
Replies: 1
Views: 2817

State-space model estimation

Hello: I estimate different state-space models in Eviews and I get the estimation of the final values of the state variables with the s.e., z-stat, prob., just fine, as well as the filtered and smoothed state and signal series. However, from time to time, in some cases, when I re-estimate exactly th...

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