Stock and Watson Time Varying Parameter Model
Posted: Thu Nov 21, 2013 7:39 am
Dear all
I am trying to do a time varying parameter estimation with using a Stock and Watson (1996) model with Kalman filter, is there command for that on Eviews?
Thank you in advance
I am trying to do a time varying parameter estimation with using a Stock and Watson (1996) model with Kalman filter, is there command for that on Eviews?
Thank you in advance