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YADA Version 2.50

 

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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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