Different sizes in columns of data files

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Different sizes in columns of data files

Postby marsellesa » Mon Nov 16, 2015 7:46 pm

Hello
I need some help

I am using a excel data files with two columns, to use in the estimation of a dsge model.

The first column has 30 data, and the second one only 9 data. When Dynare works, it says "loading 30 data.. " Is dynare using only 9 data for the two variables, or perhaps it only uses one variable... ?
Do you help me or give me some link about the data loading ?

Thank you very much in advance
marsellesa
 
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Re: Different sizes in columns of data files

Postby marsellesa » Tue Nov 17, 2015 6:49 pm

up,

Help, please!!!!
marsellesa
 
Posts: 3
Joined: Mon Nov 16, 2015 7:41 pm

Re: Different sizes in columns of data files

Postby jpfeifer » Wed Nov 18, 2015 10:03 am

From the manual:
In case of missing observations of single or all series, Dynare treats those missing values as unobserved states and uses the Kalman filter to infer their value (see e.g. Durbin and Koopman (2012), Ch. 4.10)
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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Re: Different sizes in columns of data files

Postby marsellesa » Wed Nov 18, 2015 2:37 pm

Ok, thank you very much!
marsellesa
 
Posts: 3
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