When you estimate a model via Bayesian methods, the Kalman filter constructs an imputed series for all unobservables in your model. Does Dynare store these series, and if so, where can I find them?
Thanks!
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Imputed series for unobservables in Bayesian estimation
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Imputed series for unobservables in Bayesian estimation
by Tim » Mon Mar 02, 2009 12:47 pm
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