Kalman Filters using fixed effect models

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dhanssen
Posts: 35
Joined: Sun Oct 12, 2008 11:03 am

Kalman Filters using fixed effect models

Postby dhanssen » Mon Jun 08, 2009 8:41 pm

Do you know whether Eviews allows for Kalman filters where the signal equation is a fixed effects model? I'm not sure if it has the capability or some sort of programming can be done to facilitate this?

Thank you for your help!
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