book on how to estimate state-space models

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maragloria
Posts: 105
Joined: Tue Jun 29, 2010 7:09 am

book on how to estimate state-space models

Postby maragloria » Mon Jul 12, 2010 12:45 pm

Hi there,

I am looking for a book (or some other ressource) that gives more details (and possibly more advanced examples) than what is available in the User's Guides of E-Views 7 on how to implement state-space models with E-views.

Any suggestions?

Thanks,

Mara

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