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How to command state space model with many endogenous variables (y) and exogenous matrix for control variables?

2 vues (au cours des 30 derniers jours)
Nat Pan
Nat Pan le 25 Fév 2018
I would like to work on state space model with multi Y. Do anyone know how to command it on MATLAB? The example in econometric tool box shows only case single y. Moreover, how to include matrix of exogenous variable in our state space system. Thanks.

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