Hi, I am a begginer at Stata and trying to estimate an unobservable variable NAIRU using sspace on stata. Could you please guide me how to include the following constraints in estimation code:
1) Initial value of the NAIRU
2) Fix value of signal-to-noise ratio (a ratio of error-variances of state equation and observation equation)
1) Initial value of the NAIRU
2) Fix value of signal-to-noise ratio (a ratio of error-variances of state equation and observation equation)
