[Gretl-users] Unknown parameter in time-varying SSM coefficient
Hi,
can I define a time-varying constant in the transition equation as
B.stconst ={mu*B.signt}
where B.signt is a scalar updated by B.timevar_call "update function"?
It is useful to estimate mu, but I'm not sure B.stconst is updated at
each time!
Thanks,
Paolo