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

Deal with required naming after allowing for correlations in identification in #1200

time-shift
Johannes Pfeifer 2016-05-30 14:59:45 +02:00
parent 00cdc05d58
commit 73ec852433
1 changed files with 23 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

27
matlab/dynare_identification.m
View File

@ -184,8 +184,6 @@ if prior_exist,
nparam = length(bayestopt_.name);
np = estim_params_.np;
name = bayestopt_.name;
name_tex = char(M_.exo_names_tex(indexo,:),M_.param_names_tex(indx,:));
if estim_params_.nvn || estim_params_.ncn,
error('Identification does not support measurement errors. Instead, define them explicitly in measurement equations in model definition.')
@ -199,14 +197,35 @@ if prior_exist,
end
%offset = offset + estim_params_.ncn;
end
name=cell(nparam,1);
name_tex=cell(nparam,1);
for jj=1:nparam
if options_.TeX
[param_name_temp, param_name_tex_temp]= get_the_name(jj,options_.TeX,M_,estim_params_,options_);
name_tex{jj,1} = strrep(param_name_tex_temp,'$','');
name{jj,1} = param_name_temp;
else
param_name_temp = get_the_name(jj,options_.TeX,M_,estim_params_,options_);
name{jj,1} = param_name_temp;
end
end
if options_.TeX
name_tex=char(name_tex);
end
else
indx = [1:M_.param_nbr];
indexo = [1:M_.exo_nbr];
offset = M_.exo_nbr;
np = M_.param_nbr;
nparam = np+offset;
name = [cellstr(M_.exo_names); cellstr(M_.param_names)];
name_tex = [cellstr(M_.exo_names_tex); cellstr(M_.param_names_tex)];
name = [cellstr([repmat('SE_',size(M_.exo_names_tex)),M_.exo_names_tex]); cellstr(M_.param_names)];
name_tex = [cellstr([repmat('$ SE_',size(M_.exo_names_tex)),M_.exo_names_tex,repmat('}$',size(M_.exo_names_tex))]); cellstr(M_.param_names_tex)];
if ~isequal(M_.H,0)
fprintf('\ndynare_identification:: Identification does not support measurement errors and will ignore them in the following. To test their identifiability, instead define them explicitly in measurement equations in the model definition.\n')
end
if ~isdiagonal(M_.Sigma_e)
fprintf('\ndynare_identification:: Identification without specifying estimated_params does not support correlated errors. The diagonal entries of the covariance matrix will be ignored in the following.\n')
end
end
skipline()