Dear All,
is anyone aware of any panel data application with dynare?
In particular, would it be possible to use dynare's Kalman filter with panel data?
Best
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
Dynare and panel data
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
2 posts
• Page 1 of 1
Dynare and panel data
by ilobayesian » Fri Mar 13, 2015 9:19 am
- ilobayesian
- Posts: 37
- Joined: Mon Jul 25, 2011 3:55 pm
Re: Dynare and panel data
by jpfeifer » Sun Mar 15, 2015 5:21 pm
What exactly do you have in mind? My feeling is that this is not easily possible, mostly because when pooling data, you cannot tell Dynare not to construct lags using data from the previous cross-sectional unit. Also, implementing something like country-fixed effects might be difficult.
- jpfeifer
- Posts: 6940
- Joined: Sun Feb 21, 2010 4:02 pm
- Location: Cologne, Germany
2 posts
• Page 1 of 1
Who is online
Users browsing this forum: Google [Bot] and 7 guests