dynare/matlab/kalman
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
..
likelihood fixed issues with estimation of non-stationary models. Option lik_init=2 2011-11-21 12:39:02 +01:00
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