16 lines
396 B
Modula-2
16 lines
396 B
Modula-2
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//File testing error message if initial state vector is not positive definite
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@#include "first_spec_common.inc"
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shocks;
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var eeps = 0.04^2;
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var nnu = 0.03^2;
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var q = 0.01^2;
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var ca = 0.01^2;
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end;
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stoch_simul(order=3,periods=200, irf=0);
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save('my_data.mat','q','ca');
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estimation(datafile='my_data.mat',order=2,mode_compute=0,mh_replic=1,filter_algorithm=sis,nonlinear_filter_initialization=2);
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