[Gretl-users] Estimation of a State Space model with constrained parameters
Paolo Chirico
Friday, 1 October
2021
Fri, 1 Oct
'21
12:54 a.m.
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