Hello,
I want to use some moments of first differenced unfiltered income in the estimation of autocorrelation coefficient and standard error of the transitory shock. How can I generate artificial data of unfiltered income?
Thanks
Hello,
I want to use some moments of first differenced unfiltered income in the estimation of autocorrelation coefficient and standard error of the transitory shock. How can I generate artificial data of unfiltered income?
Thanks
Where exactly is the problem? Dynare does not filter by default.