Search found 3 matches

by maya
Wed Oct 30, 2013 1:26 pm
Forum: Estimation
Topic: State Space Modeling Advice
Replies: 8
Views: 6402

Re: State Space Modeling Advice

dear EViews Glenn,
please send us as example for your statements
me and my sister will be so thankful of your favor! we 're really getiing confused about initial values!
please do the initial values of the attached "pindyck.wft" to can simulate it to our workfile

thnak a lot
best regards
by maya
Wed Oct 30, 2013 11:30 am
Forum: Estimation
Topic: State Space Modeling Advice
Replies: 8
Views: 6402

Re: State Space Modeling Advice

as dear "EViews Glenn " said after OLS estimation of initial values, we should Note that when you estimate an equation, it updates the coefficients in the default coefficient vector. Or you can simply edit the coefficient vector. am i right? but i don't knowe how to do the ols for SV and o...
by maya
Sun Oct 27, 2013 8:43 am
Forum: Estimation
Topic: kalman filter with different initial values
Replies: 1
Views: 2392

Re: kalman filter with different initial values

hi dear simba,
it is so nice that you learned so much about kalman filter now
but unfortunately i'm new-born in this matter!! :(
could you please send me your final workfile of kalman filter to training it?
i think it is good for me to start with that.

thanks
regards

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