Released on 29/11/2010:
• | Simulation smoothing as an extension to smooth estimation of state variables/shocks/measurement errors. |
• | The prediction event analysis now allows for Kilian and Manganelli (2007) type risk analysis as a complement to the prediction event probabilities. |
• | The csminwel optimization routine has also been extended such that it can be restarted with the latest estimated values and with the initial inverse Hessian. |
• | Save the transformed observed variables while running the view function. |
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