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AnScho/AnScho_MoM_common.inc: use csminwel to prevent fmincon problems under Octave

bgp-dev
Johannes Pfeifer 2022-09-20 12:55:30 +02:00
parent 9506e723c9
commit 563035d070
1 changed files with 4 additions and 4 deletions
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6
tests/estimation/method_of_moments/AnScho/AnScho_MoM_common.inc
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@ -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: