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Hi all, I am trying to replicate a paper of Diebold et al: "The macroeconomy and the yield curve: a dynamic latent factor approach (2006)" I used exactly same data as the paper used and I confirmed several times that there is no problem on my cording for the state-space system. But when I ...

I am trying to replicate the paper written by Diebold et al., which is "The Macroeconomy and the yield curve: a dynamic latent factor approach" (2006). In the paper, the state-space system with the Kalman Filter Algorithm is used to estimate, so that I set up specification in EViews. Howev...