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Does somebody know how to solve the following eq in Eviews? In the first eq R and F1-6 (6 factors in the model) are known time series. α is a constand and ω the error term. The β's have to be estimated, but should not have a single value but also have to be timeseries. This is necessary since the next equation should lead to γ, calculated by filling in timeseries β1 en S1 (β0 is the constant and υ the error-term)
Eq 1) R = α + β1 * F1 + β2 * F2 + β3 * F3 + β4 * F4 + β5 * F5 + β6 * F6 + ω
Eq 2) β1 = β0 + γ * S1 + υ
β2 = β0 + γ * S2 + υ
β3 = β0 + γ * S3 + υ
etc.

Thanks!

Although some details are missing about what you want to achieve, I think you can use State Space object in EViews to estimate your model. Before moving on, however, make sure that you correctly put the model into state space form.