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- Sun Mar 24, 2013 11:59 am
- Forum: Estimation
- Topic: kalman filter with different initial values
- Replies: 1
- Views: 2392
kalman filter with different initial values
dear EViews users I'm still a new bee (undergraduate student) in state space modelling and i would like to extract potential gdp from real gdp using the kalman filter applying the clark (1987) model. im using a random walk with a drift were the cyclical element of gdp follows a second order auto reg...