Johannes Pfeifer
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98cf1bfc1d
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Add smoothed state uncertainty to Kalman smoother routines
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2016-11-04 09:23:55 +01:00 |
Marco Ratto
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bf293396b6
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Harmonize FilteredVariables with Updated and Smoothed ones, by adding steady state to stored values, both point estimate and MCMC
(cherry picked from commit fd0d7d6d27a7937b135521c4dd76d7fa242d89ab)
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2016-07-01 20:40:17 +02:00 |
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Johannes Pfeifer
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1c84ccdc34
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Save trend and constant for all variables in smoother
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2016-06-16 12:05:38 +02:00 |
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Johannes Pfeifer
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3efe283bf0
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Make oo_.Smoother.TrendCoeff have size of endogenous variables
Sets coefficients with unspecified trends to 0, allowing to later use the trend_var command for setting trends
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2016-06-16 12:05:38 +02:00 |
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Johannes Pfeifer
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86fcde0879
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Cosmetic changes to dynare_estimation_1.m and store_smoother_results.m
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2016-05-19 14:37:05 +02:00 |
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Johannes Pfeifer
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6ad876cc18
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Rename write_smoother_results to store_smoother_results.m to avoid confusion about its purpose
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2016-04-12 11:37:12 +02:00 |