From b7f8fb5710f767074bfe66563385f660872b39a3 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Hermes=29?= Date: Fri, 29 May 2015 12:19:54 +0200 Subject: [PATCH] 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). --- tests/estimation/fs2000_calibrated_covariance.mod | 9 ++------- 1 file changed, 2 insertions(+), 7 deletions(-) diff --git a/tests/estimation/fs2000_calibrated_covariance.mod b/tests/estimation/fs2000_calibrated_covariance.mod index 20d34c84a..0321112c3 100644 --- a/tests/estimation/fs2000_calibrated_covariance.mod +++ b/tests/estimation/fs2000_calibrated_covariance.mod @@ -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 One of the calibrated covariances is superseded by estimation var m P c e W R k d n l gy_obs gp_obs y dA; -varexo e_a e_m e_f; +varexo e_a e_m; parameters alp bet gam mst rho psi del; @@ -51,11 +51,9 @@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 \ No newline at end of file +end