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Hello all, I am working with the dlm package, specifcially doing a dlm multivariate Y linear regression using dlmModReg and dlmFilter and dlmSmooth... I have altereted the inputs into dlmModReg to make them time-varying using JFF, JW etc. How...
Arne, Thanks for the help. Ill make sure to cite systemfit along with Zelig. I cannot see how to constrain parameters based on the manual when there is more than 2 eqs using the M Matrix. I have 10 eqns...
Hello all, I am following some standard code from Zelig manual when using a SUR (Seemingly Unrelated Regression Model) to constrain parameters across equations. Please see code below: setwd("C:/Research/Economics/SUR_FX/Model") # Seemingly Unrelated Regression # Load our...
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