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Removed e_f from shocks (declared but unused in the model block). 

=> Removed the first test (calibrated covariance of structural
shocks). We probably want to put it back, but need to change
the model for that (by adding e_f in the model).
time-shift
Stéphane Adjemian (Hermes) 2015-05-29 12:19:54 +02:00
parent d3ce3aaca5
commit b7f8fb5710
1 changed files with 2 additions and 7 deletions
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9
tests/estimation/fs2000_calibrated_covariance.mod
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@ -1,7 +1,7 @@
//two covariances are calibrated and one covariance of the ME. One of the calibrated covariances is superseded by estimation
var m P c e W R k d n l gy_obs gp_obs y dA;
varexo e_a e_m e_f;
varexo e_a e_m;
parameters alp bet gam mst rho psi del;
@ -51,11 +51,9 @@ varobs gp_obs gy_obs;
shocks;
var e_a; stderr 0.01;
var e_f; stderr 0.01;
var gy_obs; stderr 0.01;
var gy_obs, gp_obs= 0.00005;
var e_a, e_m = 0.00005;
var e_m, e_f = 0.00001;
end;
steady;
@ -75,12 +73,9 @@ end;
estimation(order=1,datafile=fsdat_simul,nobs=192, loglinear, mh_replic=2002, mh_nblocks=1, mh_jscale=0.8);
if ~isequal(M_.Sigma_e(3,2),1e-5) || ~isequal(M_.Sigma_e(2,3),1e-5)
error('Problem in setting calibrated covariance of structural shocks')
end
if isequal(M_.Sigma_e(2,1),5e-5) || isequal(M_.Sigma_e(1,2),5e-5)
error('Problem in overriding calibrated covariance of structural shocks by estimated correlation')
end
if ~isequal(M_.H(2,1),5e-5) || ~isequal(M_.H(1,2),5e-5)
error('Problem in setting calibrated covariance of measurement errors')
end
end