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Commit 15b58954 authored by Sébastien Villemot's avatar Sébastien Villemot
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Merge branch 'riccati_equation' into 'master' 

Implements a Fortran update of the states variance-covariance matrix for the Kalman filter

See merge request Dynare/dynare!2099
parents ee6e9ad6 a245fbb3
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