[Gretl-users] Estimation of a State Space model with constrained parameters
Hi,
I have to estimate a State Space model where a parameter must have
values in a range (between two limit values: L1 and L2)
I can't define the derivates (i.e. numeric MLE).
Do you have any suggestions?
Thank you,
Paolo
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Paolo Chirico
Università del Piemonte Orientale
Dip. di Giurisprudenza e Scienze Politiche,
Economiche e Sociali (DIGSPES)
Alessandria, Italia