EViews.com
EViews User Forum
https://forums.eviews.com/
Extended Kalman
https://forums.eviews.com/viewtopic.php?t=11041
Page
1
of
1
Extended Kalman
Posted:
Tue Oct 21, 2014 1:26 pm
by
econuk
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.
Re: Extended Kalman
Posted:
Wed Oct 22, 2014 12:24 am
by
trubador
http://forums.eviews.com/viewtopic.php? ... p=643#p643