correlated measurement errors. Tests show that there is a "significant" discrepancy between the univariate filter and the standard filter in presence of correlated measurement errors... git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2185 ac1d8469-bf42-47a9-8791-bf33cf982152 |
||
---|---|---|
.. | ||
likelihood | ||
build_selection_matrix.m | ||
steady_state_kalman_gain.m |