From 10c196de344d3abcd3773f0e836a2af688f649c1 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= <stepan@adjemian.eu> Date: Sat, 15 Feb 2020 17:20:18 +0100 Subject: [PATCH] k order approximation available in online filters. --- doc/manual/source/the-model-file.rst | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst index ca323345f0..efe7df7b87 100644 --- a/doc/manual/source/the-model-file.rst +++ b/doc/manual/source/the-model-file.rst @@ -4807,7 +4807,8 @@ block decomposition of the model (see :opt:`block`). state variables and estimated jointly with the original state variables of the model using a nonlinear filter. The algorithm implemented in Dynare - is described in *Liu and West (2001)*. + is described in *Liu and West (2001)*, and works with + ``k`` order local approximations of the model. ``12`` -- GitLab