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Fitting state space models with EViews
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نویسنده
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van den bossche f.a.m.
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منبع
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journal of statistical software - 2011 - دوره : 41 - - کد همایش: - صفحه:1 -16
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چکیده
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This paper demonstrates how state space models can be tted in eviews. werst brie y introduce eviews as an econometric software package. next we t a local level model to the nile data. we then show how a multivariate ''latent risk model can be developed,making use of the eviews programming environment. we conclude by summarizing the possibilities and limitations of the software package when it comes to state space modeling.
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کلیدواژه
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EViews; Kalman lter; State space methods; Unobserved components
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آدرس
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hogeschool-universiteit brussel,faculty of economics and management,stormstraat 2,be-1000 brussels,belgium,katholieke universiteit leuven,faculty of business and economics,naamsestraat 69,be-3000 leuven, Belgium
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Authors
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