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Dear Ox users,
I am trying to reproduct the results of the paper
"Why Are Unobserved Component and Beveridge-Nelson
Trend-Cycle Decompositions of GDP So Different?" of
James Morley (give a glance at
http://economics.wustl.edu/~morley/gauss1.html)
I am trying to emulate his results by ox using the
same dataset but MaxBFG doesn't converge.
Is there anybody may be so kind in finding the
mistake?
I thank you a lot.
Steven
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