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Different sizes in columns of data files

PostPosted: Mon Nov 16, 2015 7:46 pm
by marsellesa
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

Re: Different sizes in columns of data files

PostPosted: Tue Nov 17, 2015 6:49 pm
by marsellesa
up,

Help, please!!!!

Re: Different sizes in columns of data files

PostPosted: Wed Nov 18, 2015 10:03 am
by jpfeifer
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)

Re: Different sizes in columns of data files

PostPosted: Wed Nov 18, 2015 2:37 pm
by marsellesa
Ok, thank you very much!