27 Sep
2012
27 Sep
'12
1:12 p.m.
stepan@cepremap.org (Stephane Adjemian) writes:
commit 894b3d69f4662a1132c0f7fb50083bf982745536 Author: Stéphane Adjemian (Charybdis) stephane.adjemian@univ-lemans.fr Date: Thu Sep 27 14:47:21 2012 +0200
Added an option to decide if dsge_likelihood should call univariate filters when the covariance matrix of the prediction error is singular (default is yes).
Should we add an interface and documentation for that option?
--
Sébastien Villemot
Researcher in Economics
http://www.dynare.org/sebastien
Phone: +33-1-40-77-84-04