An introduction to State-Space models and the Kalman filter in EViews

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Professional training

Our course An introduction to State-Space models and the Kalman filter in EViews introduces the state-space representation and its estimation via the Kalman filter. The course features an applied perspective: participants are shown how to implement state-space estimation via practical exercises conducted with EViews 11 software. By the end of the training day, participants leave with the know-how to independently undertake time-series analysis and modelling.

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Professional training

Frankfurt%20am%20Main%2C%20Germany

Frankfurt am Main , Germany