ca8f0ea006
Harmonize filters/likelihood with smoothers by using new option diffuse_kalman_tol
2015-04-08 15:49:12 +02:00
5297836577
Harmonize criteria for exiting diffuse steps in likelihood with the smoother.
...
Since initial Pinf is well scaled to unity, crit1= 1.e-6 is used for smoother and should also apply to likelihood evaluations.
2015-04-03 18:02:03 +02:00
307d5d5d6a
Initializes the s variable
2012-07-01 15:19:36 +02:00
2fa433f18e
fixing bug for estimation of models with measurement errors and
...
missing observations
2012-06-19 16:35:44 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
919c2f8fb4
correcting bug with presample and diffuse filter + simplified logic
...
for computation of likelihood with presample
2012-01-22 22:40:46 +01:00
f2ca6d0ad9
Changed kalman filter routines to allow for arbitrary initial conditions (needed for the introduction of breaks on the estimated
...
parameters and also for the estimation of the initial states).
Added specialized routines for steady state kalman filter.
Completed header of DsgeLikelihood (missing refs to the routines called by DsgeLikelihood).
2011-09-19 17:01:24 +02:00
Marco Ratto
Ferhat Mihoubi
Michel Juillard
Sébastien Villemot
Stéphane Adjemian (Scylla)