Fitting state space models with EViews

Journal of Statistical Software

Volumn 41, Issue 8, 2011, Pages 1-16

  van den Bossche, Filip A M ^a,b  

^a HOGESCHOOL UNIVERSITEIT BRUSSEL   (Belgium)

^b UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

EViews; Kalman lter; State space methods; Unobserved components

Indexed keywords

EID: 79961231691     PISSN: None     EISSN: 15487660     Source Type: Journal    
DOI: None     Document Type: Article

References (11)

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