New Kalman test needed

[jstac]

Added the method stationary_coefficients to the Kalman class. Tests needed. (TJS might have ideas on a suitable test, if necessary. Otherwise something straightforward will do.)

[lbui01]

@jstac - Is there an example of where stationary_coefficients are used? They aren't used within the class.

[thomassargent30]

Yes we have examples in some notebooks under construction

On Mar 7, 2017 6:45 AM, "Long Bui" [email protected] wrote:

@jstac https://github.com/jstac - Is there an example of where stationary_coefficients are used? They aren't used within the class.

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[lbui01]

Thanks @thomassargent30 . I'm in the process of designing a test for the stationary_coefficients method. I was looking for examples to better understand it.

Referencing other related issues:

• QuantEcon/QuantEcon.py#200 (same issue)
• QuantEcon/QuantEcon.py#199 (Related discussion)

[thomassargent30]

Easy examples are in chapter 2 of Ljungqvist sargent rmt3rd edition. Tom

On Mar 7, 2017 10:42 AM, "Long Bui" [email protected] wrote:

Thanks @thomassargent30 https://github.com/thomassargent30 . I'm in the process of designing a test for the stationary_coefficients method. I was looking for examples to better understand it.

Referencing other related issues:

• QuantEcon/QuantEcon.py#200 https://github.com/QuantEcon/QuantEcon.py/issues/200 (same issue)
• QuantEcon/QuantEcon.py#199 https://github.com/QuantEcon/QuantEcon.py/pull/199 (Related discussion)

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