How does IRIS handles missing observation in a measurement variable?

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Jesús Morales

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Dec 19, 2013, 3:22:26 PM12/19/13

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Hi! I’m using IRIS to estimate a model with some missing observation in one measurement variable. It works find, but I wonder how it handles that problem. Does it interpolate the missing date or does it uses the kalman filter to estimate the missing data?

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