Dear all,
I use 100 quarters of data to (Bayesian) estimate a some simple DSGE model.
After the estimation I found that there are only 99 smoothed shocks stored in oo_.SmoothedShocks, not 100 of them.
On the contrary, when I use calibrated parameters and calib_smoother command, it stored 100 shocks.
Could anyone tell me where the difference is from?
Regards,
Leo