Results 1 - 3 of 3 results out of about 3822 pages. (3.10 seconds)
- TableOfContents . . . 1 match
- ... Problem with Matlab eigs() function]]
* [[IrFs| How IRFs are computed]]
* [[MonteCarloOptimization|mode_compute=6]]
= Dynare Documentation =
* UserGuide
* [[DynareToolbox | D...
- PosteriorVariance . . . 1 match
- ...
then M and S are the posterior mean and covariance matrix.
As described in MonteCarloOptimization, a recursive approach is used to estimate the covariance matrix so we don't ha...
- NewFeatures . . . 1 match
- ...ns ==
* HomoTopy (using homotopy type methods to compute the steady state)
* MonteCarloOptimization (using a Metropolis Hastings to get an estimate of the posterior mode and a go...