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@ -4201,7 +4201,8 @@ model. Default: @code{4}.
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distribution of the theoretical moments of the endogenous
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variables. Results are stored in
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@code{oo_.PosteriorTheoreticalMoments} (see below for a description of
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this variable)
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this variable). The number of lags in the autocorrelation function is
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controlled by the @code{ar} option.
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@item conditional_variance_decomposition = @var{INTEGER}
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See below.
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@ -4390,6 +4391,9 @@ Triggers estimation with analytic gradient. The final hessian is also
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computed analytically. Only works for stationary models without
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missing observations.
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@item ar = @var{INTEGER}
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@xref{ar}. Only useful in conjuction with option @code{moments_varendo}.
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@end table
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@customhead{Note}
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@ -1521,6 +1521,7 @@ estimation_options : o_datafile
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| o_dr_logarithmic_reduction_tol
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| o_dr_logarithmic_reduction_maxiter
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| o_analytic_derivation
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| o_ar
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;
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list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
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