e637319be5
bug fix. the diffuse filter should simply penalize the likelihood with the NaN without breaking the estimation (this is in line with missing_observations_kalman_filter_d.m).
2012-09-14 17:05:35 +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
f0d1f033b0
correcting bug in univariate diffuse filter with presample
2012-01-22 18:36:31 +01:00
ecac871435
Changed the name of DsgeLikelihood (-> dsge_likelihood).
2011-12-26 17:46:48 +01:00
9d91625c10
fixing bug related to measurement errors
2011-11-02 11:10:58 +01:00
88814c9b93
Added texinfo header.
2011-10-25 12:34:05 +02:00
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
Sébastien Villemot
Michel Juillard
Stéphane Adjemian (Charybdis)