stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Various minor fixes to the ref. manual

time-shift
Sébastien Villemot 2013-12-11 16:14:59 +01:00
parent 1fe12d9c3e
commit 1caa3ff171
1 changed files with 9 additions and 13 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

22
doc/dynare.texi
View File

@ -349,7 +349,7 @@ institutions who cannot afford, or do not want to pay for, MATLAB and
are willing to bear the concomitant performance loss.
The development of Dynare is mainly done at
@uref{http://www.cepremap.ens.fr, Cepremap} by a core team of
@uref{http://www.cepremap.fr, Cepremap} by a core team of
researchers who devote part of their time to software development.
Currently the development team of Dynare is composed of Stéphane
Adjemian (Université du Maine, Gains and Cepremap), Houtan Bastani
@ -3032,6 +3032,7 @@ must have full rank.
@xref{solve_algo}, for the possible values and their meaning.
@item qz_zero_threshold = @var{DOUBLE}
@anchor{qz_zero_threshold}
Value used to test if a generalized eigenvalue is 0/0 in the generalized
Schur decomposition (in which case the model does not admit a unique
solution). Default: @code{1e-6}.
@ -3477,9 +3478,7 @@ problems. Default: @code{1.000001} (except when estimating with
@code{0.999999} in that case; @pxref{Estimation}).
@item qz_zero_threshold = @var{DOUBLE}
Value used to test if a generalized eigenvalue is 0/0 in the generalized
Schur decomposition (in which case the model does not admit a unique
solution). Default: @code{1e-6}.
@xref{qz_zero_threshold}.
@item replic = @var{INTEGER}
Number of simulated series used to compute the IRFs. Default: @code{1}
@ -4265,7 +4264,7 @@ stderr VARIABLE_NAME | corr VARIABLE_NAME_1, VARIABLE_NAME_2 | PARAMETER_NAME
@table @code
@item use_calibration
For not specifically intialized parameters, use the deep parameters and the elements of the covariance matrix specified in the @code{shocks}-block from calibration as starting values for estimation. For components of the @code{shocks}-block that were not explicitly specified during calibration or which violate the prior, the prior mean is used.
For not specifically initialized parameters, use the deep parameters and the elements of the covariance matrix specified in the @code{shocks} block from calibration as starting values for estimation. For components of the @code{shocks} block that were not explicitly specified during calibration or which violate the prior, the prior mean is used.
@end table
@xref{estimated_params}, for the meaning and syntax of the various components.
@ -5063,9 +5062,7 @@ the filter, but rather use a penalty value for the likelihood when
such a singularity is encountered. Default: @code{1}.
@item qz_zero_threshold = @var{DOUBLE}
Value used to test if a generalized eigenvalue is 0/0 in the generalized
Schur decomposition (in which case the model does not admit a unique
solution). Default: @code{1e-6}.
@xref{qz_zero_threshold}.
@item taper_steps = [@var{INTEGER1} @var{INTEGER2} @dots{}]
@anchor{taper_steps}
@ -5540,7 +5537,7 @@ option in @code{conditional_forecast} command set to @code{deterministic}.
Because in this case deterministic simulations are carried out,
the nature of the shocks (surprise or perfect foresight) has to be indicated
in the @code{conditional_forecast_paths} block, using the command @code{expectation}
for each endogenous path. The forecasts are plotted using the rplot command.
for each endogenous path. The forecasts are plotted using the @code{rplot} command.
Finally, it is possible to do forecasting with a Bayesian VAR using
the @code{bvar_forecast} command.
@ -10769,7 +10766,7 @@ Aguiar, Mark and Gopinath, Gita (2004): ``Emerging Market Business
Cycles: The Cycle is the Trend,'' @i{NBER Working Paper}, 10734
@item
Andreasen, Martin M., Fernández-Villaverde, Jesús and Juan Rubio-Ramírez (2013): ``The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications,'' @i{NBER Working Paper}, 18983
Andreasen, Martin M., Jesús Fernández-Villaverde, and Juan Rubio-Ramírez (2013): ``The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications,'' @i{NBER Working Paper}, 18983
@item
Backus, David K., Patrick J. Kehoe, and Finn E. Kydland (1992):
@ -10787,8 +10784,7 @@ monitoring convergence of iterative simulations,'' @i{Journal of
computational and graphical statistics}, 7, pp. 434--455
@item
Cardoso, Margarida F., R. L. Salcedo and S. Feyo de Azevedo (1996): ``The simplex simulated annealing approach to continuous non-linear optimization'', @i{Computers chem. Engng}, 20(9), 1065-1080
Cardoso, Margarida F., R. L. Salcedo and S. Feyo de Azevedo (1996): ``The simplex simulated annealing approach to continuous non-linear optimization,'' @i{Computers chem. Engng}, 20(9), 1065-1080
@item
Collard, Fabrice (2001): ``Stochastic simulations with Dynare: A practical guide''
@ -10844,7 +10840,7 @@ Fernández-Villaverde, Jesús (2010): ``The econometrics of DSGE models,''
@item
Geweke, John (1992): ``Evaluating the accuracy of sampling-based approaches
to the calculation of posterior moments'', in J.O. Berger, J.M. Bernardo,
to the calculation of posterior moments,'' in J.O. Berger, J.M. Bernardo,
A.P. Dawid, and A.F.M. Smith (eds.) Proceedings of the Fourth Valencia
International Meeting on Bayesian Statistics, pp. 169--194, Oxford University Press