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Unobserved components model in Eviews

Posted: Tue Feb 17, 2015 11:16 pm
by jhh
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?

Re: Unobserved components model in Eviews

Posted: Wed Feb 18, 2015 1:20 am
by trubador
Search for "state space" or "kalman filter".