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how to estimate state space model with panel data?

Posted: Sun Aug 26, 2012 10:24 pm
by tanghanpost
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