Re: [Gretl-users] Estimation of a State Space Model with Exogenous Variables in the State Transition Equation

Em 21/08/2015, às 12:13, Riccardo (Jack) Lucchetti <r.lucchetti(a)univpm.it&gt; escreveu: > On Fri, 21 Aug 2015, Fernando Fernandes Neto wrote: > > Dear Sven, > > Thanks a lot for your attention. > What you've commented makes a lot of sense to me. So actually, I would have > a vector of Time Varying Coefficients (that would be my exogenous > variables), and a vector of unitary constants, being added to the State? > > In any case, I'd be very happy if Jack could help me out. I'll take a look later today or tomorrow. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users