photo

Raamasrinivas Venkata


Last seen: 4 years ago |  Active since 2019

Followers: 0   Following: 0

Statistics

Feeds

View by

Question


time varying parameters estimation using ssm
I am trying to estimate the parameters of the following state space model: State equation: x(t)= A*x(t-1) + B*v(t) Observatio...

4 years ago | 0 answers | 0

0

answers

Question


Parameter mapping using 'ssm' function
The unknown parameters in my state space model are not unique. Additionally, my state equation contains a regression component w...

5 years ago | 0 answers | 0

0

answers

Question


How to extract information on year when data is in quarterly format
My data is in the following format: Year 1971-Q1 1971-Q2 1971-Q3 1971-Q4 1972-Q1 1972-Q2 1972-Q3 1972-Q...

5 years ago | 1 answer | 0

1

answer

Question


plotting IRF when structural errors have been manually recovered in a VAR
The inbuilt IRF function does a choleksy decomposition to recover the structural shocks and hence plot IRF. I have recovered my ...

5 years ago | 0 answers | 0

0

answers