Hi,
I want to know if there is a way to change the variance of Measurement error through time, I mean, is it possible to change the variance of a measurement error or a shock in an especific moment of time?
Thanks in advance
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Change in Measurement error variance
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Change in Measurement error variance
by DMMUser » Wed Apr 19, 2017 8:38 pm
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Re: Change in Measurement error variance
by jpfeifer » Thu Apr 20, 2017 7:11 am
What you describe is essentially a structural break where a parameter (permanently) changes. With the current Dynare version that is not possible. We are still working on this feature. See also http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=9285
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