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Stéphane Adjemian (Argos) ce9c55fdcf
Update .gitignore. 2023-11-15 12:27:48 +01:00
Stéphane Adjemian (Argos) b76eae6730
Fix link to Git repository. 2023-11-15 12:26:38 +01:00
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@ -9,3 +9,9 @@ notes.log
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@ -151,7 +151,7 @@ for the Kalman filter is triggered by option \verb+lik_init=4+ in the
We consider\footnote{The test environment consists of an 11th Gen Intel(R) Core(TM) i9-11900K @ 3.50GHz with 32 GB memory , using MATLAB R2023b under Debian GNU/Linux.} the estimation of the Quest-III model (113 endogenous variables, 19
innovations, 17 observed variables) as an example. All the codes to reproduce
the results are available in a
\href{https://git.ithaca.fr/stepan-a/quest-iii-estimation}{Git repository}. The
\href{https://git.ithaca.fr/stepan/quest-iii-estimation}{Git repository}. The
model is estimated under both settings (initialization with $\bar P$, or
with $P^{\star}$)\footnote{To reproduce the results run \verb+Q3.mod+, provided
in the root of the Git repository, with macro options