Michel Juillard
636cd1bae6
calling always multivariate Kalman filter first, even if univariate
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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
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with correlated measurement errors
2012-01-22 18:37:29 +01:00
Michel Juillard
111347469f
adding comment explaining initialization of persistent variable
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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.
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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