Commit Graph

5 Commits (5d5b36a3ef4a1d682265961f6baf1aa26030d357)

Author SHA1 Message Date
Michel Juillard 636cd1bae6 calling always multivariate Kalman filter first, even if univariate
diffuse Kalman filter was used before
2012-01-22 18:59:19 +01:00
Michel Juillard cfb5114d41 corecting logic for selecting univariate diffuse filter and dealing
with correlated measurement errors
2012-01-22 18:37:29 +01:00
Michel Juillard 111347469f adding comment explaining initialization of persistent variable
penalty in dsge_likelihood.m and dsge_likelihood_hh.m Removed misleading
initialization code. Added call to dsge_likelihood_hh in
initial_estimation_checks to initialize persistent variable in that
function as well.
2012-01-09 21:23:17 +01:00
Michel Juillard d12e1b7801 replaced BayesInfo.penalty by penalty as it is now a persistent variable 2012-01-08 17:58:22 +01:00
Stéphane Adjemian (Charybdis) 11da21c7b2 Renamed DsgeLikelihood_hh to dsge_likelihood_hh. Fixes bug reported in trac#231.
The problem was that this version of DsgeLikelihhod is called with an eval in dynare_estimation_1
by forming a string.
2012-01-04 14:25:21 +01:00