EKF

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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f.ardani
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Joined: Mon Feb 04, 2013 12:38 am

EKF

Postby f.ardani » Thu Jul 11, 2013 11:16 am

I would like to use Extended Kalman Filter for estimating output gap could you help me how can i do that?
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