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Filter out datasets with missing values before particle filtering

time-shift
Johannes Pfeifer 2015-10-20 15:49:07 +02:00
parent b01867c47e
commit 554f3df659
1 changed files with 4 additions and 0 deletions
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4
matlab/initial_estimation_checks.m
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@ -40,6 +40,10 @@ function DynareResults = initial_estimation_checks(objective_function,xparam1,Dy
%singularity check
maximum_number_non_missing_observations=max(sum(~isnan(DynareDataset.data),2));
if DynareOptions.order>1 && any(any(isnan(DynareDataset.data)))
error('initial_estimation_checks:: particle filtering does not support missing observations')
end
if maximum_number_non_missing_observations>Model.exo_nbr+EstimatedParameters.nvn
error(['initial_estimation_checks:: Estimation can''t take place because there are less declared shocks than observed variables!'])
end