dynare/matlab/kalman
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
..
likelihood Changed kalman filter routines to allow for arbitrary initial conditions (needed for the introduction of breaks on the estimated 2011-09-19 17:01:24 +02:00
build_selection_matrix.m Updated copyright notices 2011-02-04 17:27:33 +01:00
steady_state_kalman_gain.m Updated copyright notices 2011-02-04 17:27:33 +01:00