Dynare Forum
Transform forecasted data back to original
Estimation
ML/Bayesian estimation
jpfeifer
January 10, 2021, 4:40pm
7
See
Sufficient number of observation for an estimation
and
Sufficient sample size to estimate DSGE model
Yes, the forecast option will take the data into account via the Kalman smoother.
As far as I can see, things look ok.
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