Estimate time varying parameters with Kalman Filter method in r

Job ID: 37569776

Budget: $30 – $250 USD

The core objective of this project is estimate time varying coefficient.
We are particularly interested in the implementation of the Kalman filter method using R programming language.
This requires expert skills in R programming language, economic data analysis, and hands-on experience in the application of the Kalman filter method. A thorough understanding of time series data and economic indicators is also vital for this project.
A suitable freelancer for this project therefore needs the following expertise:
- Proficiency in R programming
- Strong knowledge in time varying parameters estimation
- Proved experience with the Kalman filter method
- Deep understanding of economic indicators, particularly real GDP and Inflation rate
- Capacity to handle and analyze economic data series