Category: Time-Series Analysis STATA Assignment Help | ARIMA & Unit Root Experts

Who can help with Kalman filter models?

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Kalman filter is an active filter that minimizes the error covariance of a state transition matrix. Kalman filter is commonly used for nonlinear systems, and this is where it gets its name “kalman”: Kalman filters have a Kalman gain, or H. H has the property of the H(x_t+1|x_t) and is used to remove the state error from the state vector at each time step. It is not required for a state transition matrix to satisfy the Kalman filter constraints, which is why “kalman”

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Can someone do state-space model in STATA?

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In the field of economics, state-space models are considered as a powerful tool to estimate the dynamics of production functions. It is a well-known fact that production functions are used for a wide range of economic variables. In such situations, state-space modeling allows to identify parameters affecting the production function. The key to the success of such models is the proper identification of state variables, which is achieved through model reduction techniques. In this case study, we will use STATA to apply state-space models for the production function estimation. We will demonstrate how to properly identify state variables

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Who can code ARFIMA in STATA?

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