Skip to content
Snippets Groups Projects
Commit c125d353 authored by Sébastien Villemot's avatar Sébastien Villemot
Browse files

Merge branch 'conditional_lik_doc' into 'master'

manual: fix description of conditional likelihood

See merge request Dynare/dynare!2272
parents f5a5ebb9 a40b0c14
Branches
No related tags found
No related merge requests found
...@@ -230,7 +230,8 @@ Dynare misc commands ...@@ -230,7 +230,8 @@ Dynare misc commands
Searches all occurrences of a variable in a model, and prints the Searches all occurrences of a variable in a model, and prints the
equations where the variable appear in the command line window. If OPTION is equations where the variable appear in the command line window. If OPTION is
set to `withparamvalues`, the values of the parameters (if available) are set to `withparamvalues`, the values of the parameters (if available) are
displayed instead of the name of the parameters. displayed instead of the name of the parameters. Requires the `json` command
line option to be set.
*Example* *Example*
......
...@@ -6497,8 +6497,8 @@ observed variables. ...@@ -6497,8 +6497,8 @@ observed variables.
   
Do not use the kalman filter to evaluate the likelihood, but instead Do not use the kalman filter to evaluate the likelihood, but instead
evaluate the conditional likelihood, based on the first order reduced evaluate the conditional likelihood, based on the first order reduced
form of the model, by assuming that the initial state vector is 0 for all form of the model, by assuming that the initial state vector is at its
the endogenous variables. This approach requires that: steady state. This approach requires that:
   
1. The number of structural innovations be equal to the number of observed variables. 1. The number of structural innovations be equal to the number of observed variables.
   
......
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Please register or to comment