Search found 2 matches
- Tue Sep 03, 2013 11:49 am
- Forum: Estimation
- Topic: State space model - estimation
- Replies: 1
- Views: 2459
Re: State space model - estimation
FYI, I'm using Eviews 8.
- Tue Sep 03, 2013 11:45 am
- Forum: Estimation
- Topic: State space model - estimation
- Replies: 1
- Views: 2459
State space model - estimation
Hi everybody! I'm trying to estimate a state space model in order to have an estimation of M3 velocity. The specification of the state space model is the following: @SIGNAL lm3 = SV1 + c(1) * lcpi+ c(2)*lgdp + [VAR = EXP(c(3))] @STATE SV1 = SV1(-1) + [VAR = EXP(c(4))] First I'm trying with the simpl...