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8d326373c6
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@ -320,6 +320,13 @@ varobs yg inom pi;
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nodisplay,consider_all_endogenous,heteroskedastic_filter,filter_step_ahead=[1],smoothed_state_uncertainty);
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oo0=oo_;
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// use smoother_redux
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estimation(
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datafile=dataobsfile2, mode_file=NKM_mh_mode_saved,
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mode_compute=0, nobs=120, first_obs=1,
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mh_replic=0, plot_priors=0, smoother, smoother_redux,
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nodisplay,consider_all_endogenous,heteroskedastic_filter,filter_step_ahead=[1],smoothed_state_uncertainty);
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// use inversion filter (note that IF provides smoother together with likelihood)
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occbin_setup(likelihood_inversion_filter,smoother_inversion_filter);
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