Hi George,
ncx_id ncx by 1 vector of integers.(for estimated structural shock correlations). .
ncn_id ncn by 1 vector of integers (estimated measurement error correlations).
these should be two-column matrices (one index of each correlated variable) ncx_id1_id2 ncx x 2 ncn_id1_id2 ncn x 2
Best
Michel
We have those *_id's indices into xparam1 but what indices are there into Q and H matrices respectively , including for pairs of (symmetric) coordinates on the lines of
estim_params_.corrx(i,1);and k1 = options_.lgyidx2varobs(estim_params_.corrn(i,1)); *used in DsgeLikelihood.m*?
Shall we continue to use those as separate entities in estim_params_, including. estim_params_.var_exo and estim_params_.var_endo, or store separate new ones into the new EstimationModule params structure?
-- Best regards George
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