Search found 2 matches

by frhes
Tue Oct 08, 2013 8:20 am
Forum: Programming
Topic: Coeficient vector C: sepcification
Replies: 4
Views: 2445

Re: Coeficient vector C: sepcification

Indeed it is a 750 row vector, but how did EVIEWS choose the number of rows? And why does this number not react to respecifications of the state space model which change the number of coefficients?
by frhes
Tue Oct 08, 2013 12:55 am
Forum: Programming
Topic: Coeficient vector C: sepcification
Replies: 4
Views: 2445

Coeficient vector C: sepcification

Is there any information available how the dimension of the coefficient vector is specified by Eviews internally and how it could be modified? I am confronted with a 750 x 1 coefficient vector in a state space model which prevents yhe estimation of the Kalman filter due to insufficient observations....

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