Panel data and kalman filter

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nlerasme
Posts: 1
Joined: Tue Nov 26, 2013 7:48 am

Panel data and kalman filter

Postby nlerasme » Tue Nov 26, 2013 8:17 am

Hi,
Are there any improvments to handle panel data with the kalman filter? If no, is anybody know a software that could do it?
Thanks for your help
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