Apply a transformation to a set of linear constraints.Gert van Valkenhoef
Turn off the estimation display and specify the same options and initial values as specified for the estimation of the yields-macro SSM. Get Mask = true(numStates); Mask(4:end,1:3) = false; param0Exogenous = [A0(Mask); diag(B0); D0(:); mu0(:); lambda0]; [EstMdlExogenous...
First, the mean squared error problem solved by their filter requires that the process for be specified. Second, they provide a method for removing drift so that their filter handles cases in which is a random walk with drift. Third, many economic time series are well approximated by a ...
Option demean is specified for mitigating the effect of cross-sectional dependent structure. 5.2.5. The long-run relationship between financial development and environmental degradation In order to examine the long-run relationship between financial development and environmental degradation, we use the ...