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modify test to handle AR(1) with no parameter

time-shift
Houtan Bastani 2019-01-17 18:21:48 +01:00
parent 0badb00687
commit 0399e3c777
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GPG Key ID: 000094FB955BE169
1 changed files with 3 additions and 28 deletions
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31
tests/ecb/SUR/panel_var_diff_NB_simulation_test.mod
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@ -131,8 +131,7 @@ diff(DE_G_YER) = de_g_yer_ecm_de_q_yed_L1 * (DE_Q_YED(-1) - DE_EHIC(-1))
+ de_g_yer_u2_stn_L1 * diff(U2_STN(-1))
+ res_DE_G_YER ;
[name = 'eq8']
DE_EHIC = de_ehic_de_ehic_L1 * DE_EHIC(-1)
+ res_DE_EHIC ;
DE_EHIC = DE_EHIC(-1) + res_DE_EHIC ;
@ -156,7 +155,7 @@ calibrated_values = M_.params;
verbatim;
Sigma_e = M_.Sigma_e;
end;
assert(NSIMS > 1);
options_.bnlms.set_dynare_seed_to_default = false;
nparampool = length(M_.params);
@ -174,31 +173,7 @@ for i=1:NSIMS
idxs = [idxs j];
end
end
sur(simdata{idxs}, ...
{'u2_q_yed_ecm_u2_q_yed_L1'
'u2_q_yed_ecm_u2_stn_L1'
'u2_q_yed_u2_g_yer_L1'
'u2_q_yed_u2_stn_L1'
'u2_g_yer_ecm_u2_q_yed_L1'
'u2_g_yer_ecm_u2_stn_L1'
'u2_g_yer_u2_q_yed_L1'
'u2_g_yer_u2_g_yer_L1'
'u2_g_yer_u2_stn_L1'
'u2_stn_ecm_u2_q_yed_L1'
'u2_stn_ecm_u2_stn_L1'
'u2_stn_u2_q_yed_L1'
'u2_stn_u2_g_yer_L1'
'u2_estn_u2_estn_L1'
'u2_ehic_u2_ehic_L1'
'de_q_yed_ecm_de_q_yed_L1'
'de_q_yed_ecm_u2_stn_L1'
'de_q_yed_de_g_yer_L1'
'de_q_yed_u2_stn_L1'
'de_g_yer_ecm_de_q_yed_L1'
'de_g_yer_ecm_u2_stn_L1'
'de_g_yer_de_q_yed_L1'
'de_g_yer_de_g_yer_L1'
'de_g_yer_u2_stn_L1'});
sur(simdata{idxs});
BETA(i, :) = M_.params';
end