Re: [DynareDev] [Trac] #257: Broken estimation of models with non-diagonal covariance matrix for shocks and calibrated correlation

#257: Broken estimation of models with non-diagonal covariance matrix for shocks and calibrated correlation ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: stepan Type: bug | Status: new Priority: critical | Milestone: 4.3 Component: Estimation | Version: 4.2.5 Keywords: | ------------------------+---------------------------------------------------

Comment(by stepan):

Fixed in git#e12748329be28ee1b960744de36fab0b4ff2c8b1. Note that if the user calibrate a covariance, it is implicitly assumed that the correlation is calibrated.