skip check of singularity in first observation
Option that allows to skip check of singularity in first observation (like deficient # of shocks in the presence of stock variable observed in first period, on top of its associated flow).
We need a new option here since it is not obvious to check this using e.g. npred
or nspred
fields in M_
. Think for example of observing the growth rate of an endogenous static variable. Via the definition of the growth rate, the static variable would also appear in lag 1, so would go into npred
(or nspred
), but this would lead to badly a specified filtering problem.
It requires a new option init_estimation_check_first_obs
(default=1) in preprocessor for estimation, which would then trigger the field options_.init_estimation_check_first_obs
.
Edited by Marco Ratto