How to use Kalman Filter and State

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jmagomez
Posts: 68
Joined: Wed Aug 08, 2012 10:24 am

How to use Kalman Filter and State

Postby jmagomez » Tue Jul 15, 2014 7:51 am

Dear Fellows,

I would like to know if anyone knows some steps or a book/file how to use Kalman Filter and State Space Methodology at Eviews.

Best Regards, José.
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