I am trying to run the codes of the paper " The effects of monetary policy news and surprises " by Milani and Treadwell (2012), but got the following error:
Undefined function ‘kf’ for input arguments of type ‘double’.
Error in likelihood_RE_ALL (line 887)
Error in MH_RE_ALL (line 78)
Could anyone give me the function ‘kf’ and some guidance?
Thank you very much!