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st: kalman filter


From   M.Delprato@westminster.ac.uk
To   statalist@hsphsun2.harvard.edu
Subject   st: kalman filter
Date   Wed, 28 Feb 2007 19:19:56 +0000

Dear Stata users,

Is it a command to estimate Kalman filter in Stata? Specially, I am interested
on particle filtering which can be used to estimate non-linear relationship.

Thanks,

Marcos.

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