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corrected bugs in estimation of models with measurement errors

time-shift
Michel Juillard 2010-08-06 17:54:56 +02:00
parent 848e53c1f2
commit 3db736f31d
2 changed files with 2 additions and 2 deletions
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2
matlab/DsgeSmoother.m
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@ -191,7 +191,7 @@ data1 = Y-trend;
if any(any(H ~= 0)) % should be replaced by a flag
if kalman_algo == 1
[alphahat,epsilonhat,etahat,ahat,P,aK,PK,decomp] = ...
kalman_smoother(ST,Z,R1,Q,H,Pinf,Pstar,data1,nobs,np,smpl);
kalman_smoother(T,R,Q,H,Pstar,data1,start,mf,kalman_tol,riccati_tol);
if all(alphahat(:)==0)
kalman_algo = 2;
if ~estim_params_.ncn

2
matlab/set_prior.m
View File

@ -90,7 +90,7 @@ if nvn
bayestopt_.p3 = [ bayestopt_.p3; estim_params_.var_endo(:,8)];
bayestopt_.p4 = [ bayestopt_.p4; estim_params_.var_endo(:,9)];
bayestopt_.jscale = [ bayestopt_.jscale; estim_params_.var_endo(:,10)];
bayestopt_.name = cellstr(strvcat(char(bayestopt_.name), M_.endo_names(estim_params_.var_endo(:,1),:)));
bayestopt_.name = cellstr(strvcat(char(bayestopt_.name), options_.varobs(estim_params_.var_endo(:,1),:)));
end
if ncx
xparam1 = [xparam1; estim_params_.corrx(:,3)];