Unobserved components model in Eviews

For questions regarding programming in the EViews programming language.

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jhh
Posts: 10
Joined: Tue Feb 17, 2015 12:03 am

Unobserved components model in Eviews

Postby jhh » Tue Feb 17, 2015 11:16 pm

Hi I am new to eviews and want to estimate the unobserved components model. i cannot find any instructions that provide these details. Can someone provide me with detailed instructions?
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trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: Unobserved components model in Eviews

Postby trubador » Wed Feb 18, 2015 1:20 am

Search for "state space" or "kalman filter".
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