DynareTeam/dynare — pull request #329 by JohannesPfeifer (2013-03-19 20:35:18+00:00)
Title: Fixing of potentially serious bugs in estimation

- In case of estimated correlations, I seems as if the covariance matrix was not correctly updated and might have delivered wrong results. Another issue involves estimation with measurement errors, but seems to be less problematic as other bugs most probably prevented people from using it anyway.
- I am not sure what of the problems also pertains to 4.3 and needs to be backported
- The issues, particularly with measurement error and the overwriting of variable positions in the first run, might affect other routines like estimation via DLL as those routine might rely on the overwriting of data. Someone should look into that.
- I added a unit test, but I think GitHub did not want to commit and upload the data and mode-file. Those files might need to be added and the unit test added to the makefile.