by t.reyem » Wed Sep 07, 2011 3:19 pm
Hello,
though a few years later, I have the same problem like George. I'm looking for a way to implement adaptive learning in dynare. Did you found a way how to estimate your model with adaptive learning in dynare? Is this in the meantime possible? If so how?
I don't know how deal with the time varying coefficients you face under learning. Is there a way in dynare to deal with it, or another work around so to implement learning in a DGSE model. I was wondering if maybe someone has an example how to to estimate adaptive learning within a Bayesian DGSE model. Can someone help me? Any help is appreciated!
Thank you very much!!!