State Space Modelling

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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cbc9
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Joined: Wed Jul 23, 2014 4:03 am

State Space Modelling

Postby cbc9 » Wed Jul 23, 2014 4:10 am

Does anyone know if it is possible to add no-arbitrage conditions to yield curve estimation in the State Space program? Thanks
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