update tests

tests/Makefile.am

@@ -437,16 +437,17 @@ MODFILES = \
 	dynare-command-options/ramst.mod
 
 OLS_MODFILES = \
+	estimation/univariate/bayesian.mod \
+	ecb/SURGibbs/fulton_fish.mod \
+	estimation/univariate/ols/ols_wc_1.mod \
+	estimation/univariate/ols/ols_wc_2.mod \
+	estimation/univariate/ols/ols.mod \
 	ecb/SUR/sur_noninteractive.mod \
 	ecb/SUR/panel_var_diff_NB_simulation_test.mod \
 	ecb/SUR/panel_var_diff_NB_simulation_zero_eq.mod \
 	ecb/pooled_ols/panel_var_diff_NB_simulation_test.mod \
-	ecb/pooled_fgls/panel_var_diff_NB_simulation_test.mod \
-	estimation/univariate/bayesian.mod \
-	estimation/univariate/ols/ols_wc_1.mod \
-	estimation/univariate/ols/ols_wc_2.mod \
-	estimation/univariate/ols/ols.mod \
-	ecb/SURGibbs/fulton_fish.mod
+	ecb/pooled_fgls/panel_var_diff_NB_simulation_test.mod
+
 
 MODFILES += $(OLS_MODFILES)
 

tests/ecb/SUR/panel_var_diff_NB_simulation_test.mod

@@ -148,14 +148,13 @@ var res_DE_G_YER = 0.005;
 var res_DE_EHIC = 0.005;
 end;
 
-NSIMS = 1000;
+NSIMS = 1;
 
 options_.noprint = 1;
 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);
@@ -175,36 +174,43 @@ for i=1:NSIMS
     end
     sur(simdata{idxs});
     BETA(i, :) = M_.params';
+    oo_ = rmfield(oo_, 'sur');
 end
 
-tmp = mean(BETA)' - calibrated_values;
-good = [-0.000851206009290
-  -0.000643198850342
-  -0.000077654636303
-  -0.000420898437454
-   0.000262557551524
-  -0.000245111192739
-  -0.000076643809917
-  -0.001731735812364
-  -0.001143888514328
-   0.000121014793695
-  -0.000577022127737
-  -0.000749730989778
-  -0.000277999433209
-  -0.000622189775653
-  -0.000635550804554
-  -0.000249226746560
-  -0.000444130561721
-  -0.000186765256265
-  -0.000441923342534
-  -0.000014925384893
-   0.000091140073668
-  -0.000237339805772
-  -0.000838249050874
-   0.000815931859253
-                   0];
-if sum(abs(tmp-good)) > 1e-14
-    error(['sum of tmp - good was: ' num2str(sum(abs(tmp-good)))]);
+if NSIMS > 1
+    if max(abs(mean(BETA)' - calibrated_values)) > 1e-2
+        error(['sum(abs(mean(BETA)'' - calibrated_values)) ' num2str(sum(abs(mean(BETA)' - calibrated_values)))]);
+    end
+else
+    good = [-0.826686196809409
+        -0.346753563700393
+        0.063013991583949
+        0.074802596658698
+        -0.017440119721953
+        -0.127090614348862
+        0.025293280404460
+        0.524290302468866
+        -0.117611206771440
+        -0.027776224547132
+        -0.156590828735908
+        0.054039707976331
+        0.276257666502046
+        1.000417289621684
+        0.999336865129450
+        -0.803258152338916
+        -0.309594948488168
+        0.051602756230521
+        0.039275481081030
+        0.024897596371662
+        -0.096310133845385
+        -0.022630284059365
+        0.461683465196454
+        -0.110278113383114
+        1.000000000000000];
+    if max(abs(BETA' - good)) > 1e-14
+        error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA - good)))]);
+    end
+    return
 end
 
 for i=1:nparampool

tests/ecb/SUR/panel_var_diff_NB_simulation_zero_eq.mod

@@ -144,7 +144,7 @@ var res_DE_G_YER = 0.005;
 var res_DE_EHIC = 0.005;
 end;
 
-NSIMS = 1000;
+NSIMS = 1;
 
 options_.noprint = 1;
 calibrated_values = M_.params;
@@ -173,42 +173,43 @@ for i=1:NSIMS
     end
     sur(simdata{idxs});
     BETA(i, :) = M_.params';
+    oo_ = rmfield(oo_, 'sur');
 end
 
-if size(BETA',2) == 1
-  tmp = BETA' - calibrated_values;
+if NSIMS > 1
+    if max(abs(mean(BETA)' - calibrated_values)) > 1e-2
+        error(['sum(abs(mean(BETA)'' - calibrated_values)) ' num2str(sum(abs(mean(BETA)' - calibrated_values)))]);
+    end
 else
-  tmp = mean(BETA)' - calibrated_values;
-end
-
-good = [-0.003887531498207
-  -0.002565330545918
-  -0.000239567336676
-   0.003408443512070
-   0.001553818170767
-  -0.000469903487876
-  -0.001112844922537
-  -0.003118147971245
-   0.000781155700883
-  -0.000803694625262
-  -0.002236638387246
-  -0.000683200861198
-  -0.000310394894060
-                   0
-                   0
-  -0.000086918837962
-  -0.000383472263486
-   0.000820117983637
-   0.000953382489529
-   0.000989541137148
-  -0.001083720105374
-  -0.000359301045695
-  -0.001656187747193
-   0.000462206249631
-                   0];
-
-if sum(abs(tmp-good)) > 1e-14
-    error(['sum of tmp - good was: ' num2str(sum(abs(tmp-good)))]);
+    good = [-0.806260229719792
+        -0.354371215026078
+        0.067618717060638
+        0.088053231576354
+        -0.057161898696690
+        -0.136999143481575
+        0.052047088887385
+        0.524022502978068
+        -0.110211572532150
+        -0.041415758049800
+        -0.162997606880957
+        0.091000830792721
+        0.281196660545012
+        1.000000000000000
+        1.000000000000000
+        -0.823354793011220
+        -0.337521089381118
+        0.025493177305917
+        0.059513905441361
+        0.016845886773011
+        -0.151537340795868
+        0.004832174649536
+        0.430883913061161
+        -0.071743697511067
+        1.000000000000000];
+    if max(abs(BETA' - good)) > 1e-14
+        error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA - good)))]);
+    end
+    return
 end
 
 for i=1:nparampool

tests/ecb/SUR/sur_noninteractive.mod

@@ -148,14 +148,13 @@ var res_DE_G_YER = 0.005;
 var res_DE_EHIC = 0.005;
 end;
 
-NSIMS = 1000;
+NSIMS = 1;
 
 options_.noprint = 1;
 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);
@@ -175,36 +174,43 @@ for i=1:NSIMS
     end
     sur(simdata{idxs}, {}, {}, 'mymodel', true);
     BETA(i, :) = M_.params';
+    oo_ = rmfield(oo_, 'sur');
 end
 
-tmp = mean(BETA)' - calibrated_values;
-good = [-0.000851256219733
-  -0.000643255670073
-  -0.000078774226193
-  -0.000420026410496
-   0.000262319820667
-  -0.000245434738588
-  -0.000076193984629
-  -0.001732502219600
-  -0.001142802053612
-   0.000120684867379
-  -0.000577323101449
-  -0.000750502207473
-  -0.000277709424315
-  -0.000622119904600
-  -0.000635564841533
-  -0.000249342272071
-  -0.000443999454424
-  -0.000187590389264
-  -0.000441672489341
-  -0.000015259855753
-   0.000091236076295
-  -0.000236028177813
-  -0.000838101091676
-   0.000815800740293
-                   0];
-if sum(abs(tmp-good)) > 1e-14
-    error(['sum of tmp - good was: ' num2str(sum(abs(tmp-good)))]);
+if NSIMS > 1
+    if max(abs(mean(BETA)' - calibrated_values)) > 1e-2
+        error(['sum(abs(mean(BETA)'' - calibrated_values)) ' num2str(sum(abs(mean(BETA)' - calibrated_values)))]);
+    end
+else
+    good = [-0.826686383251952
+        -0.346754226737713
+        0.063012625739192
+        0.074803008678581
+        -0.017406695286611
+        -0.127075466955954
+        0.025273119798253
+        0.524311285013928
+        -0.117653504652072
+        -0.027795769946178
+        -0.156599054434094
+        0.054048691636616
+        0.276250884768198
+        1.000417819589230
+        0.999336022919911
+        -0.803262845969268
+        -0.309598590696623
+        0.051598925732525
+        0.039275097813797
+        0.024902442384228
+        -0.096310332265968
+        -0.022625946626029
+        0.461672601960238
+        -0.110232456667380
+        1.000000000000000];
+    if max(abs(BETA' - good)) > 1e-14
+        error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA - good)))]);
+    end
+    return
 end
 
 for i=1:nparampool

tests/ecb/pooled_fgls/panel_var_diff_NB_simulation_test.mod

@@ -149,7 +149,7 @@ var res_DE_G_YER = 0.005;
 var res_DE_EHIC = 0.005;
 end;
 
-NSIMS = 1000;
+NSIMS = 1;
 
 calibrated_values = M_.params;
 verbatim;
@@ -186,36 +186,43 @@ for i=1:NSIMS
         '*_g_yer_u2_stn_L1', ...
         '*_ehic_*_ehic_L1'});
     BETA(i, :) = M_.params';
+    oo_ = rmfield(oo_, 'pooled_fgls');
 end
 
-tmp = mean(BETA)' - calibrated_values;
-good = [-0.117180965691355
-  -0.416020161883635
-  -0.163402818556098
-  -0.590340328553228
-   0.146701546733206
-   0.095280068863474
-  -0.110518319499523
-  -0.281212762467509
-  -0.387430919215850
-   0.148014899155655
-  -0.582272479386248
-  -0.768003006461973
-  -0.280750812328145
-  -0.622414692972750
-  -0.213383844465564
-  -0.117180965692354
-  -0.416020161882635
-  -0.163402818555897
-  -0.590340328553332
-   0.146701546733106
-   0.095280068864473
-  -0.110518319499583
-  -0.281212762466510
-  -0.387430919215850
-  -0.213383844465564]*1.0e-03;
-if sum(abs(tmp-good)) > 1e-14
-    error(['sum of tmp - good was: ' num2str(sum(abs(tmp-good)))]);
+if NSIMS > 1
+    if sum(abs(mean(BETA)' - calibrated_values)) > 1e-2
+        error(['sum(abs(mean(BETA)'' - calibrated_values)) ' num2str(sum(abs(mean(BETA)' - calibrated_values)))]);
+    end
+else
+    good = [-0.814463611096955
+        -0.327545854281441
+        0.058155751549620
+        0.056956172127541
+        0.004760467203543
+        -0.110209140210870
+        0.000873625473015
+        0.492984603730353
+        -0.110739844810764
+        -0.026953553332579
+        -0.155433250333810
+        0.053391289583053
+        0.275361374992940
+        1.000446511792020
+        0.999278815424852
+        -0.814463611096955
+        -0.327545854281441
+        0.058155751549620
+        0.056956172127541
+        0.004760467203543
+        -0.110209140210870
+        0.000873625473015
+        0.492984603730353
+        -0.110739844810764
+        0.999278815424852];
+    if max(abs(BETA' - good)) > 1e-14
+        error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA - good)))]);
+    end
+    return
 end
 
 for i=1:nparampool

tests/ecb/pooled_ols/panel_var_diff_NB_simulation_test.mod

@@ -149,7 +149,7 @@ var res_DE_G_YER = 0.005;
 var res_DE_EHIC = 0.005;
 end;
 
-NSIMS = 1000;
+NSIMS = 1;
 
 calibrated_values = M_.params;
 verbatim;
@@ -186,36 +186,43 @@ for i=1:NSIMS
         '*_g_yer_u2_stn_L1', ...
         '*_ehic_*_ehic_L1'});
     BETA(i, :) = M_.params';
+    oo_ = rmfield(oo_, 'pooled_ols');
 end
 
-tmp = mean(BETA)' - calibrated_values;
-good = [-0.075732742267465
-  -0.399406249294632
-  -0.234792967895359
-  -0.588970916491835
-   0.067498492395235
-   0.063450881343338
-  -0.039680797111538
-  -0.305307448765335
-  -0.347337705286735
-   0.094723439006586
-  -0.576221284678741
-  -0.789746631585334
-  -0.264217514455656
-  -0.620788021980068
-  -0.213308690451885
-  -0.075732742268464
-  -0.399406249293632
-  -0.234792967895157
-  -0.588970916491939
-   0.067498492395134
-   0.063450881344337
-  -0.039680797111598
-  -0.305307448764336
-  -0.347337705286735
-  -0.213308690451885]*1.0e-03;
-if sum(abs(tmp-good)) > 1e-14
-    error(['sum of tmp - good was: ' num2str(sum(abs(tmp-good)))]);
+if NSIMS > 1
+    if sum(abs(mean(BETA)' - calibrated_values)) > 1e-2
+        error(['sum(abs(mean(BETA)'' - calibrated_values)) ' num2str(sum(abs(mean(BETA)' - calibrated_values)))]);
+    end
+else
+    good = [-0.814685080218300
+        -0.327809964140588
+        0.058359966460475
+        0.056151094599907
+        0.004707755717058
+        -0.110288651670160
+        0.000910770641800
+        0.494342669441397
+        -0.109455922483561
+        -0.029329632163194
+        -0.157236653586389
+        0.054467548349538
+        0.275969658826900
+        1.000451016087141
+        0.999236021952814
+        -0.814685080218300
+        -0.327809964140588
+        0.058359966460475
+        0.056151094599907
+        0.004707755717058
+        -0.110288651670160
+        0.000910770641800
+        0.494342669441397
+        -0.109455922483561
+        0.999236021952814];
+    if max(abs(BETA' - good)) > 1e-14
+        error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA - good)))]);
+    end
+    return
 end
 
 for i=1:nparampool

tests/estimation/univariate/ols/mc-ols.inc

@@ -2,7 +2,7 @@ verbatim;
 
     options_.noprint = true;
 
-    number_of_simulations = 1000;
+    number_of_simulations = 1;
 
     calibrated_values = M_.params;
     Sigma_e = M_.Sigma_e;
@@ -28,6 +28,9 @@ verbatim;
         idxs = find(cellfun(@isempty, names));
         % Perform the estimation of equation 7.
         dyn_ols(simdata{idxs}, {}, {'eq7'});
+        if i ~= number_of_simulations
+            oo_ = rmfield(oo_, 'ols');
+        end
         % Store the estimation results in Beta
         Beta(i, :) = M_.params';
     end
@@ -35,6 +38,35 @@ verbatim;
     % Get the indices of the estimated parameters 
     pid = oo_.ols.eq7.param_idxs;
 
+    if number_of_simulations > 1
+        if max(abs(calibrated_values(pid)-mean(Beta(:,pid)', 2)))>1e-2
+            error('There is probably an error in the OLS routine.')
+        end
+    else
+        if strcmp(M_.fname, 'ols')
+            good = [-0.027702100375691
+                0.486913131141265
+                0.002639663639062
+                0.025487074270635
+                -0.126705792250240];
+        elseif strcmp(M_.fname, 'ols_wc_1')
+            good = [0.466534186307255
+                -0.010596174928406
+                0.035098464382347
+                -0.126502172176703];
+        elseif strcmp(M_.fname, 'ols_wc_2')
+            good = [0.485802603276717
+                0.002660854661647
+                -0.043688440124315
+                0.025434782170432
+                -0.126939890810119];
+        end
+        if max(abs(good-Beta(:,pid)'))>1e-2
+            error('There is probably an error in the OLS routine.')
+        end
+        return
+    end
+
     for i=1:length(pid)
         figure(i)
         hold on
@@ -49,9 +81,5 @@ verbatim;
         hold off
     end
 
-    if max(abs(calibrated_values(pid)-mean(Beta(:,pid)', 2)))>1e-2
-       error('There is probably an error in the OLS routine.')
-    end
-
 end;