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- Mon Aug 20, 2012 9:43 am
- Forum: Estimation
- Topic: State Space Modeling Advice
- Replies: 8
- Views: 6394
Re: State Space Modeling Advice
Hi, I also encountered the same problem. I cast a set of mixed frequency data into state space form. However I always get the warning to be singular covariance. I have tried to set initial values and set a smallest convergence, but it does not appear to work. I have attached the eviews file. Could y...