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- Wed Aug 21, 2013 5:43 am
- Forum: Estimation
- Topic: State Space Uncorrelated Intertemporal Errors
- Replies: 1
- Views: 1929
State Space Uncorrelated Intertemporal Errors
Hey Eviews-Helpers, I would like to estimate a state space model using Eviews looking like this: @signal fra_agric_g = c(4) + c(5)*sv1 + e1 @signal fra_constr_g = c(7) + c(8)*sv1 + e2 @signal fra_finance_g = c(10) + c(11)*sv1 + [var = exp(c(12))] @signal fra_industry_g = c(13) + c(14)*sv1 + [var = e...