Smoother on calibrated models

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Smoother on calibrated models

Postby use » Mon Apr 15, 2013 1:07 pm

HI,

What should I write to run smoother on a calibrated model (some of the variables are unobservable)?

Thank you in advance!
use
 
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Re: Smoother on calibrated models

Postby SébastienVillemot » Wed Apr 17, 2013 2:40 pm

The "calib_smoother" command does precisely that.
Sébastien Villemot
Economist at OFCE – Sciences Po
SébastienVillemot
 
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