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method_of_moments: cosmetical changes to smm shock series

kalman-mex
Willi Mutschler 2023-09-04 16:45:29 +02:00
parent 9914d764c2
commit b737d46d61
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1 changed files with 5 additions and 2 deletions
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7
matlab/+mom/run.m
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@ -442,7 +442,9 @@ if strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_meth
end
% Get shock series for SMM and set variance correction factor
% -------------------------------------------------------------------------
% SMM: Get shock series fand set variance correction factor
% -------------------------------------------------------------------------
if strcmp(options_mom_.mom.mom_method,'SMM')
options_mom_.mom.long = round(options_mom_.mom.simulation_multiple*options_mom_.nobs);
options_mom_.mom.variance_correction_factor = (1+1/options_mom_.mom.simulation_multiple);
@ -455,7 +457,7 @@ if strcmp(options_mom_.mom.mom_method,'SMM')
[state_u,state_n] = get_dynare_random_generator_state; %get state for later resetting
set_dynare_random_generator_state(options_mom_.mom.seed,options_mom_.mom.seed);
temp_shocks = randn(options_mom_.mom.long+options_mom_.mom.burnin,M_.exo_nbr);
temp_shocks_ME = randn(options_mom_.mom.long,length(M_.H));
temp_shocks_ME = randn(options_mom_.mom.long,length(M_.H));
set_dynare_random_generator_state(state_u,state_n); %reset state for later resetting
end
if options_mom_.mom.bounded_shock_support == 1
@ -471,6 +473,7 @@ if strcmp(options_mom_.mom.mom_method,'SMM')
end
end
% -------------------------------------------------------------------------
% Step 5: checks for steady state at initial parameters
% -------------------------------------------------------------------------