Bayestopt_ and measurement errors
Posted: Thu Oct 22, 2009 12:10 pmHi,
maybe I found a problem by using measurment errors during the estimation. If I add a measurement error for variable e.g. K to my 5 structural shocks than I receive in the structure bayestopt_.name an other name than K on position six. Maybe this is just a typo and not important for any calculation, but I'm not sure where in the code this structure is also needed.
Best Martin
maybe I found a problem by using measurment errors during the estimation. If I add a measurement error for variable e.g. K to my 5 structural shocks than I receive in the structure bayestopt_.name an other name than K on position six. Maybe this is just a typo and not important for any calculation, but I'm not sure where in the code this structure is also needed.
Best Martin