ML - Intial Parameters
Posted: Thu Feb 19, 2009 10:51 am
I am estimating a State Space Model using .ml.
It seems that the estimation is very sensible to the choice of the "initial parameters" used in the optimization problem.
I couldn´t figure out what is the EViews´default for this initial parameters.
Thank you very much,
Myrian
It seems that the estimation is very sensible to the choice of the "initial parameters" used in the optimization problem.
I couldn´t figure out what is the EViews´default for this initial parameters.
Thank you very much,
Myrian