Dear Tom,
Thanks for sharing the link. It is taking my brain out to understand this, extremely complicated.
Regards,
Debasish
Search found 2 matches
- Sat Dec 12, 2020 9:16 pm
- Forum: State Space Models/DSGE
- Topic: Query regarding constrained Kalman Filtering
- Replies: 3
- Views: 26515
- Wed Dec 09, 2020 10:44 am
- Forum: State Space Models/DSGE
- Topic: Query regarding constrained Kalman Filtering
- Replies: 3
- Views: 26515
Query regarding constrained Kalman Filtering
Dear Tom, Hope you are doing well in this trying time!! I have been trying to apply Kalman filtering on the two series given by "DV" and " IV" in the attached file named "Constrained Filtering" in the sheet named "Data', via a code as given in sheet "Codes.&qu...