How to command state space model with many endogenous variables (y) and exogenous matrix for control variables?
2 views (last 30 days)
Show older comments
I would like to work on state space model with multi Y. Do anyone know how to command it on MATLAB? The example in econometric tool box shows only case single y. Moreover, how to include matrix of exogenous variable in our state space system. Thanks.
0 Comments
Answers (0)
See Also
Categories
Find more on Standard State-Space Model in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!