Non-negativity restrictions in state-space models

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Alb
Posts: 1
Joined: Tue Sep 27, 2011 9:42 am

Non-negativity restrictions in state-space models

Postby Alb » Tue Sep 27, 2011 9:49 am

Hi, I'm working on a state-space model using the Kalman filter, and was wondering if there's any way in which non-negativity restrictions can be imposed on one of the state variables. Help!

(Using Eviews 7.1)
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Non-negativity restrictions in state-space models

Postby EViews Glenn » Thu Sep 29, 2011 10:18 am

Unfortunately, no.
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