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- Wed Sep 26, 2012 12:07 am
- Forum: Estimation
- Topic: SSPACE: lag structure, parameter values
- Replies: 0
- Views: 1394
SSPACE: lag structure, parameter values
Dear all, we use an Eviews SSPace object to do econometric forecasting. The idea is to mix monthly and (then partly unobserved) quarterly data. The model consists of about 10 equations which are separately specified using OLS. Two problems occur when plugging them into the SSPACE object: 1) determin...
