Hi,everyone, I have a question in estimation.
if the data we use are of different time length, could it be used simultaneously?
And if the data can be used，time with no data should be filled with NAN?
thanks!
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
question about varobs in different time length
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
2 posts
• Page 1 of 1
question about varobs in different time length
by zhanshuo » Thu Mar 30, 2017 12:34 pm
- zhanshuo
- Posts: 44
- Joined: Fri Nov 25, 2016 7:59 am
Re: question about varobs in different time length
by jpfeifer » Thu Mar 30, 2017 7:16 pm
If you provide data in a Matlab format, missing values should be coded with NaN (empty in Excel). Dynare will then treat these observations as missing values and will use the Kalman filter to deal with them (see the manual)
- jpfeifer
- Posts: 6940
- Joined: Sun Feb 21, 2010 4:02 pm
- Location: Cologne, Germany
2 posts
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 6 guests