Comments on: Understanding State-Space Models (An Inflation Example)

By: Eric

Eric — Mon, 21 Nov 2022 13:03:25 +0000

In reply to 010581.

Hello,

The GAUSS sslib library is in the testing stage but will soon be available for purchase. If you are interested in obtaining the library please email me directly at eric@aptech.com

Eric

By: 010581

010581 — Mon, 21 Nov 2022 03:22:31 +0000

Dear Eric:
I am sorry, I am freshman. Where is library sslib? I browse the GAUSS Application Modules for paid and github for free library. I can not find it out.
Thank for help.

By: 010581

010581 — Thu, 10 Nov 2022 01:54:17 +0000

Dear Eric:

I am fresh man for Gauss. If I estimate model about state space , which Librarys are need? I have not purchased none of them, now plan to do it.

Thanks

By: Eric

Eric — Wed, 10 Aug 2022 15:50:51 +0000

Hi Jamel,

Thanks for the positive feedback and notes.

Eric

By: jamels

jamels — Tue, 09 Aug 2022 10:52:01 +0000

Very clear and useful, thanks. I had to change the frequency of the data on FRED to quarterly. Besides, I changed

// Rename y variable
y = dfname(y, "Inflation", "cpi");

// Rename y variable
y = dfname(y, "Inflation");

The code runs smoothly and illustrates very well the theory and the matrixes, and very simple to use. With my best regards, Jamel