photo

Jonas Striaukas


Active since 2014

Followers: 0   Following: 0

Message

Professional Interests: Macro econometrics

Statistics

  • First Answer

View badges

Feeds

View by

Answered
Nelson siegel model estimed by Kalman Filter
I have a code, but for me it does not converge when I have Q_t (3x3 measurement error matrix) positive definite and it does if I...

ungefär 10 år ago | 0