Extended Kalman

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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econuk
Posts: 1
Joined: Tue Oct 21, 2014 1:18 pm

Extended Kalman

Postby econuk » Tue Oct 21, 2014 1:26 pm

Can you estimate extended Kalman filters in Eviews? I can see explanations for linear Kalman filers in SS models in the user guide, but not extended Kalman. Thanks for your help.
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trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: Extended Kalman

Postby trubador » Wed Oct 22, 2014 12:24 am

http://forums.eviews.com/viewtopic.php? ... p=643#p643
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