Commit Graph

4 Commits (4488357f599d116f8d3a4521abf9d04452bde006)

Author SHA1 Message Date
Michel Juillard 2fa433f18e fixing bug for estimation of models with measurement errors and
missing observations
2012-06-19 16:35:44 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Michel Juillard 919c2f8fb4 correcting bug with presample and diffuse filter + simplified logic
for computation of likelihood with presample
2012-01-22 22:40:46 +01:00
Stéphane Adjemian (Scylla) 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