Commit Graph

3 Commits (edd95a94c82fa24a351024d78b4a065acefa7f34)

Author SHA1 Message Date
Michel Juillard 9d91625c10 fixing bug related to measurement errors 2011-11-02 11:10:58 +01:00
Stéphane Adjemian (Charybdis) c2eb6f11d3 Added texinfo header. Fixed efficiency issue (missing parenthesis). 2011-10-25 12:34:05 +02:00
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