Nonlinear filters at k-order
A MEX file for iterating in the state space (based on Dynare++) is already present in the local_state_space_iteration_k
branch.
It needs to be tested and integrated in the estimation routines.
A MEX file for iterating in the state space (based on Dynare++) is already present in the local_state_space_iteration_k
branch.
It needs to be tested and integrated in the estimation routines.