dynare/tests/arima
Michel Juillard e4c803d0db fixed issues with estimation of non-stationary models. Option lik_init=2
is contradictory with diffuse_filter or unit_root_variables
declaration. Models with non-stationary variables, but only stationary
observed variables need diffuse_filter option and make a useless call
to kalman_filter_d (this seems better than trying to distinguish these
rare cases)
2011-11-21 12:39:02 +01:00
..
mod1.mod Converted MOD test files to Unix newline convention 2009-12-16 17:25:06 +00:00
mod1a.mod tests: fixing syntax for diffuse_filter, modifying mh_jscale 2010-12-23 08:40:58 +01:00
mod1b.mod tests: fixing syntax for diffuse_filter, modifying mh_jscale 2010-12-23 08:40:58 +01:00
mod1c.mod fixed issues with estimation of non-stationary models. Option lik_init=2 2011-11-21 12:39:02 +01:00
mod2.mod Converted MOD test files to Unix newline convention 2009-12-16 17:25:06 +00:00
mod2a.mod fixed issues with estimation of non-stationary models. Option lik_init=2 2011-11-21 12:39:02 +01:00
mod2b.mod fixed issues with estimation of non-stationary models. Option lik_init=2 2011-11-21 12:39:02 +01:00
mod2c.mod Converted MOD test files to Unix newline convention 2009-12-16 17:25:06 +00:00