Hi!
I have panel data on GDP, physical and human capital for some European countries. I want to filter these variables using the Kalman filter so I can use the filtered observations to run a SURE regression. How can I use the Kalman filter in Stata? I'm not able to go anywhere with the sspace...
Thank you!
I have panel data on GDP, physical and human capital for some European countries. I want to filter these variables using the Kalman filter so I can use the filtered observations to run a SURE regression. How can I use the Kalman filter in Stata? I'm not able to go anywhere with the sspace...
Thank you!
