Dear colleagues:
Could you help me to express in State Space Form the model
included in the file attached?. I need to express this model in State Space Form
to estimate the parameters (rho, phi's and sigmas) and to achieve an estimation
of the root delta in each period. If you can help me it would be very
useful for my Ph. Deg. I'm trying to express using SsfPack but I couldn't do it.
Thank's for your colaboration.
Best Regards
Román Mínguez