EViews.com

Hello all

I am trying to learn programming in Eviews for implementing State Space and Kalman filter techniques, but it seems that its pretty complicated, I read the Eviews guide for this section but still I have plenty of questions, does any one can introduce me a good tutorial for state space programming in Eviews? It is really needed, your helps are very appreciated.
Thanks

User's guide is a very good source to learn the implementation of state space models in EViews. If you still have questions regarding the practical aspects, you can always search the forum for your specific queries. You will find plenty of discussions on state space modeling here. As for the theory itself, you can refer to "Jacques J.F. Commandeur and Siem Jan Koopman (2007). An Introduction to State Space Time Series Analysis, Oxford University Press", which is a good place to start.