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State space models with other distribution?

https://forums.eviews.com/viewtopic.php?t=11917

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State space models with other distribution?

Posted: Thu Apr 02, 2015 12:37 am
by student07
Hi all,

I was wondering if it is possible to fit state space models with other distributions in EViews. Can anyone please tell me if this is possible, and if so, how?

Thanks in advance.

Re: State space models with t-distribution?

Posted: Thu Apr 02, 2015 10:04 am
by EViews Glenn
No. Unfortunately not.
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