ML - Intial Parameters

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MPET1977
Posts: 1
Joined: Fri Jan 16, 2009 10:21 am

ML - Intial Parameters

Postby MPET1977 » Thu Feb 19, 2009 10:51 am

I am estimating a State Space Model using .ml.
It seems that the estimation is very sensible to the choice of the "initial parameters" used in the optimization problem.
I couldn´t figure out what is the EViews´default for this initial parameters.
Thank you very much,
Myrian
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: ML - Intial Parameters

Postby EViews Glenn » Thu Feb 19, 2009 11:19 am

The default is whatever is in the corresponding coefficient vector when you begin the estimation procedure.
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