Search found 2 matches

by casdia
Sat May 24, 2014 7:55 am
Forum: Estimation
Topic: state space model siegel
Replies: 0
Views: 2865

state space model siegel

Im doing the Nelson Siegel model and I use de US data Treasury Yield Curve Rates monthly 1990-2010 for diferent maturity, when I run the program appears an error "near singular matrix",
this is the program I have for help

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thanks por help
by casdia
Fri May 23, 2014 10:06 am
Forum: Estimation
Topic: State Space model
Replies: 27
Views: 42184

Re: State Space model

I'm doing this model, the Nelson Siegel model with ten maturity, when I run the progran appears a message, "Near to singular matrix"

thanks for help

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