Extraction of kalman gain

Discussion of State Space and Dynamic Stochastic General Equilibrium Models
Post Reply
condor
Posts: 18
Joined: Fri Apr 10, 2009 4:11 pm

Extraction of kalman gain

Unread post by condor »

I have re-run the hpfilter.prg and would like to obtain the kalman gain from this estimation. Could anyone please explain to me how I can do that? Thanks in advance...
Top
Post Reply

Return to “State Space Models/DSGE”