stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fixed bug in doc related to the unit_root_vars instruction.

time-shift
Stéphane Adjemian (Charybdis) 2010-10-11 12:00:11 +02:00
parent 265c6d5bb8
commit 5892695455
1 changed files with 2 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
doc/manual.xml
View File

@ -2621,7 +2621,7 @@ stoch_simul(linear,irf=60) y k;
<listitem><para><xref linkend='estimation'/></para></listitem>
<listitem><para><xref linkend='model_comparison'/></para></listitem>
<listitem><para><xref linkend='shock_decomposition'/></para></listitem>
<listitem><para><xref linkend='unit_root_vars'/> (deprecated)</para></listitem>
<listitem><para><xref linkend='unit_root_vars'/></para></listitem>
</itemizedlist>
<refentry id="varobs">
@ -3488,7 +3488,7 @@ oo_.posterior_hpdsup.measurement_errors_corr.gdp_conso
<refsect1><title>Description</title>
<para>
<command>unit_root_vars</command> is now deprecated and will result in no action, It was used to declare unit-root variables of a model so that a diffuse prior can be used in the initialization of the Kalman filter for these variables only. For stationary variables, the unconditional covariance matrix of these variables is used for initialization. The algorithm to compute a true diffuse prior is taken from <xref linkend="durbin-koopman_2001"/> and <xref linkend="koopman-durbin_2003"/>.
<command>unit_root_vars</command> is used to declare a list of unit-root endogenous variables of a model so that dynare won't check the steady state levels (defined in the steadystate file) file for these variables. The information given by this command is no more used for the initialization of the diffuse kalman filter (as described in <xref linkend="durbin-koopman_2001"/> and <xref linkend="koopman-durbin_2003"/>).
</para>
<para>When <command>unit_root_vars</command> is used the <xref linkend="lik_init"/> option of <xref linkend="estimation"/> has no effect.