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by skiab
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...

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