Dear All,
I have just pushed a fix to the diffuse filter which I think is a bug.
When estimating models with unit roots, it can happen that for some combinations of deep params line search tries to violate the Blanchard Kahn condition passing through an additional spurious unit root which cannot be killed with the available data. The error message breaks the estimation, while the optimizer can be able to move away from that boundary and converge to a local optimum.
I would like to back port this to 4.3.1: do you agree?
thanks a lot for your assistance best Marco