diff --git a/tests/estimation/method_of_moments/AnScho/AnScho_MoM_common.inc b/tests/estimation/method_of_moments/AnScho/AnScho_MoM_common.inc index 28a3a8e35..6ba8a8f8a 100644 --- a/tests/estimation/method_of_moments/AnScho/AnScho_MoM_common.inc +++ b/tests/estimation/method_of_moments/AnScho/AnScho_MoM_common.inc @@ -210,10 +210,10 @@ method_of_moments( , se_tolx=1e-6 % step size for numerical computation of standard errors % Options for SMM - % , burnin=500 % number of periods dropped at beginning of simulation + , burnin=50 % number of periods dropped at beginning of simulation , bounded_shock_support % trim shocks in simulation to +- 2 stdev % , seed = 24051986 % seed used in simulations - % , simulation_multiple = 5 % multiple of the data length used for simulation + , simulation_multiple = 5 % multiple of the data length used for simulation % Options for GMM @#if MoM_Method == "GMM" @@ -244,7 +244,7 @@ method_of_moments( , mode_compute = 0 @#else , mode_compute = 13 % specifies the optimizer for minimization of moments distance - , additional_optimizer_steps = [1] % vector of additional mode-finders run after mode_compute + , additional_optimizer_steps = [4] % vector of additional mode-finders run after mode_compute , mode_check % plot the target function for values around the computed minimum for each estimated parameter in turn @#endif % optim: a list of NAME and VALUE pairs to set options for the optimization routines. Available options depend on mode_compute, some exemplary common options: @@ -272,7 +272,7 @@ method_of_moments( % , sylvester_fixed_point_tol = 1e-12 % convergence criterion used in the fixed point Sylvester solver % , qz_criterium = 0.999999 % value used to split stable from unstable eigenvalues in reordering the Generalized Schur decomposition used for solving first order problems % , qz_zero_threshold = 1e-6 % value used to test if a generalized eigenvalue is 0/0 in the generalized Schur decomposition - % , schur_vec_tol=1e-11 % tolerance level used to find nonstationary variables in Schur decomposition of the transition matrix + % , schur_vec_tol=1e-11 % tolerance level used to find nonstationary variables in Schur decomposition of the transition matrix % , mode_check_neighbourhood_size = 5 % width of the window (expressed in percentage deviation) around the computed minimum to be displayed on the diagnostic plots % , mode_check_symmetric_plots=1 % ensure that the check plots are symmetric around the minimum % , mode_check_number_of_points = 20 % number of points around the minimum where the target function is evaluated (for each parameter)