Merge branch 'occ_test' of git.dynare.org:JohannesPfeifer/dynare

Ref. !2061
mr#2067
Sébastien Villemot 2022-07-27 11:44:32 +02:00
commit 8d326373c6
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@ -320,6 +320,13 @@ varobs yg inom pi;
nodisplay,consider_all_endogenous,heteroskedastic_filter,filter_step_ahead=[1],smoothed_state_uncertainty);
oo0=oo_;
// use smoother_redux
estimation(
datafile=dataobsfile2, mode_file=NKM_mh_mode_saved,
mode_compute=0, nobs=120, first_obs=1,
mh_replic=0, plot_priors=0, smoother, smoother_redux,
nodisplay,consider_all_endogenous,heteroskedastic_filter,filter_step_ahead=[1],smoothed_state_uncertainty);
// use inversion filter (note that IF provides smoother together with likelihood)
occbin_setup(likelihood_inversion_filter,smoother_inversion_filter);