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1bfb9ffb

Commit 1bfb9ffb authored 3 years ago by Johannes Pfeifer

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heteroskedastic shocks: take into account first_obs

parent 301fe42e

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1 merge request!1980Fixes around heteroskedastic shocks and inversion filter

Changes 4

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matlab/dynare_estimation_init.m 4 additions, 2 deletions

matlab/dynare_estimation_init.m
matlab/kalman/get_Qvec_heteroskedastic_filter.m 26 additions, 0 deletions

matlab/kalman/get_Qvec_heteroskedastic_filter.m
tests/Makefile.am 1 addition, 0 deletions

tests/Makefile.am
tests/estimation/heteroskedastic_shocks/fs2000_het_sample_restriction.mod 34 additions, 0 deletions

.../heteroskedastic_shocks/fs2000_het_sample_restriction.mod

with 65 additions and 2 deletions

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Johannes Pfeifer @JohannesPfeifer
mentioned in commit f801f506
· 3 years ago

mentioned in commit f801f506

mentioned in commit f801f506623a383e7443677b6c175f4187001d62

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