Title: Fitting state space models with eviews
Authors: Van den Bossche, Filip # ×
Issue Date: 2011
Publisher: UCLA Statistics
Series Title: Journal of Statistical Software vol:41 issue:8 pages:1-16
Abstract: This paper demonstrates how state space models can be fitted in EViews. We first briefly introduce EViews as an econometric software package. Next we fit a local level
model to the Nile data. We then show how a multivariate \latent risk" model can be developed, making use of the EViews programming environment. We conclude by summarizing the possibilities and limitations of the software package when it comes to state space modeling.
ISSN: 1548-7660
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
Faculty of Economics and Business (FEB) - miscellaneous
Research Centre for Quantitative Business Processes, Campus Brussels (-)
× corresponding author
# (joint) last author

Files in This Item:
File Description Status SizeFormat
v41i08.pdfFitting state space models with eviews Published 544KbAdobe PDFView/Open Request a copy

These files are only available to some KU Leuven Association staff members


All items in Lirias are protected by copyright, with all rights reserved.

© Web of science