Marco Ratto <marco.ratto@jrc.ec.europa.eu> writes:
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?
If this change is a bugfix, then it should be backported.
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