Hi,everyone, I have a question in estimation.
if the data we use are of different time length, could it be used simultaneously?
And if the data can be used，time with no data should be filled with NAN?
thanks!
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question about varobs in different time length
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question about varobs in different time length
by zhanshuo » Thu Mar 30, 2017 12:34 pm
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Re: question about varobs in different time length
by jpfeifer » Thu Mar 30, 2017 7:16 pm
If you provide data in a Matlab format, missing values should be coded with NaN (empty in Excel). Dynare will then treat these observations as missing values and will use the Kalman filter to deal with them (see the manual)
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