Help with state space model
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I am using the state space model to fit a Diebold, Rudebusch, Auroba (2006) macro-yield model. Is there a way to add the observed macro factor to the state transition equation?
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도움말 센터 및 File Exchange에서 State-Space Control Design and Estimation에 대해 자세히 알아보기
2017년 12월 19일
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