Help: Filtering differences Matlab vs Dynare

Estimation ML/Bayesian estimation
5
  1. I don’t have the Datafeed Toolbox and cannot run your code.
  2. dr.ghx and ghx stack all endogenous variables on the left. That explains the dimensions. Usually. you call the kalman_transition_matrix function as in IRFs from the ABCD state space representation
  3. Yes, you should not use parameter values within the shocks block as they will not updated. If you want to estimate a standard deviation you should do that using the direct syntax
stderr ez ...

Alternatively, you can premultiply the shocks by the parameter as you suggested.