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

Manual: stochastic simulation with pruning now available at arbitrary order 

Ref. #1643

[skip ci]
kalman-mex
Sébastien Villemot 2023-07-21 10:53:00 +02:00
parent 91825d4b5b
commit 801b774bcd
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
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/source/the-model-file.rst
View File

@ -4619,9 +4619,9 @@ Computing the stochastic solution
Discard higher order terms when iteratively computing
simulations of the solution. At second order, Dynare uses the
algorithm of *Kim, Kim, Schaumburg and Sims (2008)*, while at
third order its generalization by *Andreasen,
third order and higher its generalization by *Andreasen,
Fernández-Villaverde and Rubio-Ramírez (2018)* is used.
Not available above third order. When specified, theoretical moments
When specified, theoretical moments
are based on the pruned state space, i.e. the computation of second moments
uses all terms as in *Andreasen, Fernández-Villaverde and Rubio-Ramírez (2018), page 10*
as opposed to simply providing a second-order accurate result based on the