how to estimate state space model with panel data?

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tanghanpost
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Joined: Tue Dec 30, 2008 6:39 am

how to estimate state space model with panel data?

Postby tanghanpost » Sun Aug 26, 2012 10:24 pm

Hi,
I am using Eviews7.0 to estimate the state space model, but the data structure is panel data, Eviews tells me it can nont estimate,
Can someone tell me how to estimate panel data state space in Eviews?
Thanks very much!
Tang Han
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