Hi,
I have a version of dynare 3 that computes the filtered and smoothed variables even for the presample period. Is that the way things should be?
Junior
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by MichelJuillard » Tue May 09, 2006 11:43 am
Yes, I don't see a problem there. The 'presample' periods are periods at the beginning of the sample, after initialization of the filter but that aren't used to compute the loglikelihood. Filtered values must be computed for them and I don't see why not computing smoothed values as well.
Kind regards
Michel
Kind regards
Michel
- MichelJuillard
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