diff --git a/tests/Makefile.am b/tests/Makefile.am
index d21d01ec1..b957098e9 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -1071,6 +1071,15 @@ clean-local:
 
 	rm -f discretionary_policy/dennis_simul.m
 
+	rm -f kalman/likelihood_from_dynare/fsdat_simul_corr_ME.m \
+		kalman/likelihood_from_dynare/fsdat_simul_corr_ME_missing.m \
+		kalman/likelihood_from_dynare/fsdat_simul_uncorr_ME.m \
+		kalman/likelihood_from_dynare/fsdat_simul_uncorr_ME_missing.m \
+		kalman/likelihood_from_dynare/fs_ns_dat_simul_corr_ME.m \
+		kalman/likelihood_from_dynare/fs_ns_dat_simul_corr_ME_missing.m \
+		kalman/likelihood_from_dynare/fs_ns_dat_simul_uncorr_ME.m \
+		kalman/likelihood_from_dynare/fs_ns_dat_simul_uncorr_ME_missing.m
+
 	find . -name "*.tex" -type f -delete
 	find . -name "*.aux" -type f -delete
 	find . -name "*.log" -type f -delete