nobs range in estimation

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nobs range in estimation

Postby gin » Fri Mar 22, 2013 11:19 am

Dear all,

Is there an easy way to make Dynare know the size of the observed data when read through an m-file without the user specifying it manually, so that one could set nobs using the last element of the data vector automatically, e.g.
Code: Select all
nobs=[dataLength-10:dataLength]
to iterate forecasts over the last 10 observations, where dataLength could be automatically obtained by Dynare or set in an m-file?
-------------------------
gin
http://gin.mozello.com
gin
 
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