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trunk manual: 

* fixed synopsis and explanations for varobs, observation_trends, estimated_params, estimated_params_init, estimated_params_bounds
* various cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2579 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2009-04-09 14:40:28 +00:00
parent 52b48c10d4
commit bdd9c40203
1 changed files with 228 additions and 188 deletions
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@ -3,7 +3,7 @@
<book>
<bookinfo>
<title>Dynare Manual</title>
<subtitle>Version 4.0.3 (draft)</subtitle>
<subtitle>Version 4.0.4 (draft)</subtitle>
<author>
<firstname>Stéphane</firstname><surname>Adjemian</surname>
<affiliation><orgname>Université du Mans et CEPREMAP</orgname></affiliation>
@ -415,7 +415,7 @@ In the description of Dynare commands, the following conventions are observed:
<arg rep="repeat"><arg>,</arg>
<replaceable>VARIABLE_NAME</replaceable>
</arg>
<arg choice="plain">;</arg>
;
</cmdsynopsis>
</refsynopsisdiv>
@ -454,7 +454,7 @@ var c gnp q1 q2;
<arg rep="repeat"><arg>,</arg>
<replaceable>VARIABLE_NAME</replaceable>
</arg>
<arg choice="plain">;</arg>
;
</cmdsynopsis>
</refsynopsisdiv>
@ -496,7 +496,7 @@ varexo m gov;
<arg rep="repeat"><arg>,</arg>
<replaceable>VARIABLE_NAME</replaceable>
</arg>
<arg choice="plain">;</arg>
;
</cmdsynopsis>
</refsynopsisdiv>
@ -538,7 +538,7 @@ varexo_det tau;
<arg rep="repeat"><arg>,</arg>
<replaceable>PARAMETER_NAME</replaceable>
</arg>
<arg choice="plain">;</arg>
;
</cmdsynopsis>
</refsynopsisdiv>
@ -667,7 +667,7 @@ A = 1-alpha*beta;
<arg>(<replaceable>OPTION</replaceable><arg rep="repeat">, <replaceable>OPTION</replaceable></arg>)</arg>
;
<sbr/>
<arg rep="repeat">
<arg choice="plain" rep="repeat">
<group>
<arg choice="plain"><replaceable>MODEL_EXPRESSION</replaceable> = <replaceable>MODEL_EXPRESSION</replaceable> ;</arg>
<arg choice="plain"><replaceable>MODEL_EXPRESSION</replaceable> ;</arg>
@ -1394,7 +1394,7 @@ See <xref linkend='initval'/> and <xref linkend='endval'/>.
<refsynopsisdiv>
<cmdsynopsis>
<command>homotopy_setup</command>;<sbr/>
<arg rep="repeat"><replaceable>VARIABLE_NAME</replaceable>, <replaceable>EXPRESSION</replaceable><arg>, <replaceable>EXPRESSION</replaceable></arg>;</arg>
<arg choice="plain" rep="repeat"><replaceable>VARIABLE_NAME</replaceable>, <replaceable>EXPRESSION</replaceable><arg>, <replaceable>EXPRESSION</replaceable></arg>;</arg>
<command>end</command>;
</cmdsynopsis>
</refsynopsisdiv>
@ -1570,7 +1570,7 @@ The simulated endogenous variables are available in global matrix <varname>oo_.e
<refsect1><title>Options</title>
<variablelist spacing='compact'>
<varlistentry>
<term><anchor id="ar" xreflabel="ar"/> <option>ar</option> = <replaceable>INTEGER</replaceable></term>
<term><anchor id="ar" xreflabel="ar"/><option>ar</option> = <replaceable>INTEGER</replaceable></term>
<listitem><para>Order of autocorrelation coefficients to compute and to print. Default: 5</para></listitem>
</varlistentry>
<varlistentry>
@ -1794,7 +1794,6 @@ Note that in order to avoid stochastic singularity, you must have at least as ma
<listitem><para><xref linkend='estimated_params'/></para></listitem>
<listitem><para><xref linkend='estimated_params_init'/></para></listitem>
<listitem><para><xref linkend='estimated_params_bounds'/></para></listitem>
<listitem><para><xref linkend='estimated_params_init'/></para></listitem>
<listitem><para><xref linkend='estimation'/></para></listitem>
<listitem><para><xref linkend='prior_analysis'/></para></listitem>
<listitem><para><xref linkend='posterior_analysis'/></para></listitem>
@ -1815,12 +1814,9 @@ Note that in order to avoid stochastic singularity, you must have at least as ma
<cmdsynopsis>
<command>varobs</command>
<arg choice="plain" rep="repeat">
<replaceable>VARIABLE_NAME</replaceable>
<replaceable>VARIABLE_NAME</replaceable>
</arg>
<arg rep="repeat">
<replaceable>VARIABLE_NAME</replaceable>
</arg>
<arg choice="plain">;</arg>
;
</cmdsynopsis>
</refsynopsisdiv>
@ -1832,9 +1828,9 @@ Note that in order to avoid stochastic singularity, you must have at least as ma
<refsect1><title>Example</title>
<informalexample>
<programlisting>
varobs C y rr;
</programlisting>
<programlisting>
varobs C y rr;
</programlisting>
</informalexample>
</refsect1>
@ -1852,16 +1848,11 @@ Note that in order to avoid stochastic singularity, you must have at least as ma
<refsynopsisdiv>
<cmdsynopsis>
<command>observation_trends;</command><sbr/>
<arg choice="plain">
<replaceable>VARIABLE_NAME</replaceable>
</arg>
<arg choice="plain">
(<replaceable>EXPRESSION</replaceable>);
</arg><sbr/>
<arg choice="plain">
end;
<command>observation_trends</command>;<sbr/>
<arg choice="plain" rep="repeat">
<replaceable>VARIABLE_NAME</replaceable>(<replaceable>EXPRESSION</replaceable>);
</arg>
<command>end</command>;
</cmdsynopsis>
</refsynopsisdiv>
@ -1873,12 +1864,12 @@ Note that in order to avoid stochastic singularity, you must have at least as ma
<refsect1><title>Example</title>
<informalexample>
<programlisting>
observation_trends;
Y (eta);
P (mu/eta);
end;
</programlisting>
<programlisting>
observation_trends;
Y (eta);
P (mu/eta);
end;
</programlisting>
</informalexample>
</refsect1>
@ -1895,100 +1886,163 @@ Note that in order to avoid stochastic singularity, you must have at least as ma
</refnamediv>
<refsynopsisdiv>
<para>Syntax I (maximum likelihood estimation)</para>
<cmdsynopsis>
<command>estimated_params;</command><sbr/>
<group choice="req">
<arg choice="plain">
stderr <replaceable>VARIABLE_NAME</replaceable>
</arg>
<arg choice="plain">
corr <replaceable>VARIABLE_NAME_1, VARIABLE_NAME_2</replaceable>
</arg>
<arg choice="plain">
<replaceable>PARAMETER_NAME</replaceable>
</arg>
</group>
<arg choice="plain">
<replaceable>, INITIAL_VALUE</replaceable>
</arg>
<arg choice="opt">
<replaceable>, LOWER_BOUND</replaceable>
</arg>
<arg choice="opt">
<replaceable>, UPPER_BOUND</replaceable>
</arg>
<arg choice="plain">;</arg><sbr/>
<arg choice='plain'>...</arg><sbr/>
<arg choice="plain">end;</arg>
</cmdsynopsis>
<para>Syntax II (Bayesian estimation)</para>
<cmdsynopsis>
<command>estimated_params;</command><sbr/>
<group choice="req">
<arg choice="plain">
stderr <replaceable>VARIABLE_NAME</replaceable>
</arg>
<arg choice="plain">
corr <replaceable>VARIABLE_NAME_1, VARIABLE_NAME_2</replaceable>
</arg>
<arg choice="plain">
<replaceable>PARAMETER_NAME</replaceable>
</arg>
</group>
<arg choice="plain">
<replaceable>, PRIOR_SHAPE</replaceable>
</arg>
<arg choice="plain">
<replaceable>, PRIOR_MEAN</replaceable>
</arg>
<arg choice="plain">
<replaceable>, PRIOR_STANDARD_ERROR</replaceable>
</arg>
<arg choice="opt">
<replaceable>, PRIOR_3RD_PARAMETER</replaceable>
</arg>
<arg choice="opt">
<replaceable>, PRIOR_4TH_PARAMETER</replaceable>
</arg>
<arg choice="opt">
<replaceable>, SCALE_PARAMETER</replaceable>
</arg>
<arg choice="plain">;</arg>
<sbr/>
<arg choice="plain">...</arg><sbr/>
<arg choice="plain">end;</arg>
</cmdsynopsis>
<refsect2><title>Syntax I (Maximum likelihood estimation)</title>
<cmdsynopsis>
<command>estimated_params</command>;<sbr/>
<arg choice="plain" rep="repeat">
<group choice="req">
<arg choice="plain">
<option>stderr</option> <replaceable>VARIABLE_NAME</replaceable>
</arg>
<arg choice="plain">
<option>corr</option> <replaceable>VARIABLE_NAME_1</replaceable>, <replaceable>VARIABLE_NAME_2</replaceable>
</arg>
<arg choice="plain">
<replaceable>PARAMETER_NAME</replaceable>
</arg>
</group>
,
<arg choice="plain">
<replaceable>INITIAL_VALUE</replaceable>
</arg>
<arg>
, <replaceable>LOWER_BOUND</replaceable>
, <replaceable>UPPER_BOUND</replaceable>
</arg>
;
</arg>
<command>end</command>;
</cmdsynopsis>
</refsect2>
<refsect2>
<title>Syntax II (Bayesian estimation)</title>
<cmdsynopsis>
<command>estimated_params</command>;<sbr/>
<arg choice="plain" rep="repeat">
<group choice="req">
<arg choice="plain">
<option>stderr</option> <replaceable>VARIABLE_NAME</replaceable>
</arg>
<arg choice="plain">
<option>corr</option> <replaceable>VARIABLE_NAME_1</replaceable>, <replaceable>VARIABLE_NAME_2</replaceable>
</arg>
<arg choice="plain">
<replaceable>PARAMETER_NAME</replaceable>
</arg>
</group>
<arg>
, <replaceable>INITIAL_VALUE</replaceable>
<arg>
, <replaceable>LOWER_BOUND</replaceable>
, <replaceable>UPPER_BOUND</replaceable>
</arg>
</arg>
<arg choice="plain">
, <synopfragmentref linkend="prior_shape"><replaceable>PRIOR_SHAPE</replaceable></synopfragmentref>
</arg>
<arg choice="plain">
, <replaceable>PRIOR_MEAN</replaceable>
</arg>
<arg choice="plain">
, <replaceable>PRIOR_STANDARD_ERROR</replaceable>
</arg>
<arg>
, <replaceable>PRIOR_3RD_PARAMETER</replaceable>
<arg>
, <replaceable>PRIOR_4TH_PARAMETER</replaceable>
<arg>
, <replaceable>SCALE_PARAMETER</replaceable>
</arg>
</arg>
</arg>
;
</arg>
<command>end</command>;
<synopfragment id="prior_shape">
<group choice="plain">
<arg choice="plain"><option>beta_pdf</option></arg>
<arg choice="plain"><option>gamma_pdf</option></arg>
<arg choice="plain"><option>normal_pdf</option></arg>
<arg choice="plain"><option>uniform_pdf</option></arg>
<arg choice="plain"><option>inv_gamma_pdf</option></arg>
<arg choice="plain"><option>inv_gamma1_pdf</option></arg>
<arg choice="plain"><option>inv_gamma2_pdf</option></arg>
</group>
</synopfragment>
</cmdsynopsis>
</refsect2>
</refsynopsisdiv>
<refsect1><title>Description</title>
<para>
The <command>estimated_params;....end;</command> block lists all parameters to be estimated and specifies bounds and priors as necessary.
The <command>estimated_params</command> block lists all parameters to be estimated and specifies bounds and priors as necessary.
</para>
</refsect1>
<refsect1><title>Estimated parameter specification</title>
<para>
Each line corresponds to an estimated parameter and follows this syntax:
<itemizedlist spacing='compact'>
<listitem><para><command>stderr</command> is a keyword indicating that the standard error of the exogenous variable, <replaceable>VARIABLE_NAME</replaceable>, or of the observation error associated with endogenous observed variable, <replaceable>VARIABLE_NAME</replaceable>, is to be estimated</para></listitem>
<listitem><para><command>corr</command> is a keyword indicating that the correlation between the exogenous variables, <replaceable>VARIABLE_NAME_1</replaceable> and <replaceable>VARIABLE_NAME_2</replaceable>, or the correlation of the observation errors associated with endogenous observed variables, <replaceable>VARIABLE_NAME_1</replaceable> and <replaceable>VARIABLE_NAME_2</replaceable>, is to be estimated</para></listitem>
<listitem><para> <replaceable>PARAMETER_NAME</replaceable> is the name of a model parameter to be estimated</para></listitem>
<listitem><para> <replaceable>INITIAL_VALUE</replaceable> specifies a starting value for maximum likelihood estimation</para></listitem>
<listitem><para> <replaceable>LOWER_BOUND</replaceable> specifies a lower bound for the parameter value in maximum likelihood estimation</para></listitem>
<listitem><para> <replaceable>UPPER_BOUND</replaceable> specifies an upper bound for the parameter value in maximum likelihood estimation</para></listitem>
<listitem><para> <replaceable>PRIOR_SHAPE</replaceable> is prior density among <command>beta_pdf</command>, <command>gamma_pdf</command>, <command>normal_pdf</command>, <command>inv_gamma_pdf</command>, <command>inv_gamma1_pdf</command>, <command>inv_gamma2_pdf</command>, <command>uniform_pdf</command></para></listitem>
<listitem><para> <replaceable>PRIOR_MEAN</replaceable> is the mean of the prior distribution</para></listitem>
<listitem><para> <replaceable>PRIOR_STANDARD_ERROR</replaceable> is the standard error of the prior distribution</para></listitem>
<listitem><para> <replaceable>PRIOR_3RD_PARAMETER</replaceable> is a third parameter of the prior used for generalized beta distribution, generalized gamma and for the uniform distribution (default 0)</para></listitem>
<listitem><para> <replaceable>PRIOR_4TH_PARAMETER</replaceable> is a fourth parameter of the prior used for generalized beta distribution, generalized gamma and for the uniform distribution (default 1)</para></listitem>
<listitem><para> <replaceable>SCALE_PARAMETER</replaceable> is the scale parameter to be used for the jump distribution of the Metropolis-Hasting algorithm</para></listitem>
</itemizedlist>
<variablelist>
<varlistentry>
<term><option>stderr</option> <replaceable>VARIABLE_NAME</replaceable></term>
<listitem><para>Indicates that the standard error of the exogenous variable <replaceable>VARIABLE_NAME</replaceable>, or of the observation error associated with endogenous observed variable <replaceable>VARIABLE_NAME</replaceable>, is to be estimated</para></listitem>
</varlistentry>
<varlistentry>
<term><option>corr</option> <replaceable>VARIABLE_NAME_1</replaceable>, <replaceable>VARIABLE_NAME_2</replaceable></term>
<listitem><para>Indicates that the correlation between the exogenous variables <replaceable>VARIABLE_NAME_1</replaceable> and <replaceable>VARIABLE_NAME_2</replaceable>, or the correlation of the observation errors associated with endogenous observed variables <replaceable>VARIABLE_NAME_1</replaceable> and <replaceable>VARIABLE_NAME_2</replaceable>, is to be estimated</para></listitem>
</varlistentry>
<varlistentry>
<term><replaceable>PARAMETER_NAME</replaceable></term>
<listitem><para>The name of a model parameter to be estimated</para></listitem>
</varlistentry>
<varlistentry>
<term><replaceable>INITIAL_VALUE</replaceable></term>
<listitem><para>Specifies a starting value for maximum likelihood estimation</para></listitem>
</varlistentry>
<varlistentry>
<term><replaceable>LOWER_BOUND</replaceable></term>
<listitem><para>Specifies a lower bound for the parameter value in maximum likelihood estimation</para></listitem>
</varlistentry>
<varlistentry>
<term><replaceable>UPPER_BOUND</replaceable></term>
<listitem><para>Specifies an upper bound for the parameter value in maximum likelihood estimation</para></listitem>
</varlistentry>
<varlistentry>
<term><replaceable>PRIOR_SHAPE</replaceable></term>
<listitem><para>A keyword specifying the shape of the prior density. See the <link linkend="prior_shape">list of possible values</link>. Note that <option>inv_gamma_pdf</option> is equivalent to <option>inv_gamma1_pdf</option></para></listitem>
</varlistentry>
<varlistentry>
<term><replaceable>PRIOR_MEAN</replaceable></term>
<listitem><para>The mean of the prior distribution</para></listitem>
</varlistentry>
<varlistentry>
<term><replaceable>PRIOR_STANDARD_ERROR</replaceable></term>
<listitem><para>The standard error of the prior distribution</para></listitem>
</varlistentry>
<varlistentry>
<term><replaceable>PRIOR_3RD_PARAMETER</replaceable></term>
<listitem><para>A third parameter of the prior used for generalized beta distribution, generalized gamma and for the uniform distribution. Default: 0</para></listitem>
</varlistentry>
<varlistentry>
<term><replaceable>PRIOR_4TH_PARAMETER</replaceable></term>
<listitem><para>A fourth parameter of the prior used for generalized beta distribution, generalized gamma and for the uniform distribution. Default: 1</para></listitem>
</varlistentry>
<varlistentry>
<term><replaceable>SCALE_PARAMETER</replaceable></term>
<listitem><para>The scale parameter to be used for the jump distribution of the Metropolis-Hasting algorithm</para></listitem>
</varlistentry>
</variablelist>
<note><para> At minimum, one must specify the name of the parameter and an initial guess. That will trigger unconstrained maximum likelihood estimation.
<note>
<para><replaceable>INITIAL_VALUE</replaceable>, <replaceable>LOWER_BOUND</replaceable>, <replaceable>UPPER_BOUND</replaceable>, <replaceable>PRIOR_MEAN</replaceable>, <replaceable>PRIOR_STANDARD_ERROR</replaceable>, <replaceable>PRIOR_3RD_PARAMETER</replaceable>, <replaceable>PRIOR_4TH_PARAMETER</replaceable> and <replaceable>SCALE_PARAMETER</replaceable> must be positive or negative <replaceable>INTEGER</replaceable> or <replaceable>DOUBLE</replaceable>. Some of them can be empty, in which Dynare will select a default value depending on the context and the prior shape.</para>
</note>
<note><para>At minimum, one must specify the name of the parameter and an initial guess. That will trigger unconstrained maximum likelihood estimation.
</para></note>
<note><para> As one uses options more towards the end of the list, all previous options must be filled: if you want to specify <replaceable>jscale</replaceable>, you must specify <replaceable>prior_p3</replaceable> and <replaceable>prior_p4</replaceable>. Use default values, if these parameters don't apply.
<note><para>As one uses options more towards the end of the list, all previous options must be filled: for example, if you want to specify <replaceable>SCALE_PARAMETER</replaceable>, you must specify <replaceable>PRIOR_3RD_PARAMETER</replaceable> and <replaceable>PRIOR_4TH_PARAMETER</replaceable>. Use empty values, if these parameters don't apply.
</para></note>
</para>
</refsect1>
@ -1999,24 +2053,24 @@ Sometimes, it is desirable to estimate a transformation of a parameter appearing
</para>
<para>
In such a case, it is possible to declare the parameter to be estimated in the <xref linkend="parameters"/> statement and to define the transformation at the top of the <xref linkend="model"/> section, as a <trademark class="registered">Matlab</trademark> expression. The first character of the line must be a pound sign (#).
In such a case, it is possible to declare the parameter to be estimated in the <xref linkend="parameters"/> statement and to define the transformation, using a pound sign (#) expression (see <xref linkend="model"/>).
</para>
</refsect1>
<refsect1><title>Example</title>
<informalexample>
<programlisting>
parameters bet;
<informalexample>
<programlisting>
parameters bet;
model;
# sig = 1/bet;
c = sig*c(+1)*mpk;
end;
model;
# sig = 1/bet;
c = sig*c(+1)*mpk;
end;
estimated_params;
bet,normal_pdf,1,0.05;
end;
</programlisting>
estimated_params;
bet, normal_pdf, 1, 0.05;
end;
</programlisting>
</informalexample>
</refsect1>
@ -2036,43 +2090,36 @@ In such a case, it is possible to declare the parameter to be estimated in the <
<refsynopsisdiv>
<cmdsynopsis>
<command>estimated_params_init;</command><sbr/>
<group choice="req">
<arg choice="plain">
stderr <replaceable>VARIABLE_NAME</replaceable>
</arg>
<arg choice="plain">
corr <replaceable>VARIABLE_NAME_1, VARIABLE_NAME_2</replaceable>
</arg>
<arg choice="plain">
<replaceable>PARAMETER_NAME</replaceable>
</arg>
</group>
<arg choice="plain">
<replaceable>, INITIAL_VALUE</replaceable>
</arg>
<arg choice="plain">;</arg><sbr/>
<arg choice='plain'>...</arg><sbr/>
<arg choice="plain">end;</arg>
<command>estimated_params_init</command>;<sbr/>
<arg choice="plain" rep="repeat">
<group choice="req">
<arg choice="plain">
<option>stderr</option> <replaceable>VARIABLE_NAME</replaceable>
</arg>
<arg choice="plain">
<option>corr</option> <replaceable>VARIABLE_NAME_1</replaceable>, <replaceable>VARIABLE_NAME_2</replaceable>
</arg>
<arg choice="plain">
<replaceable>PARAMETER_NAME</replaceable>
</arg>
</group>
,
<arg choice="plain">
<replaceable>INITIAL_VALUE</replaceable>
</arg>
;
</arg>
<command>end</command>;
</cmdsynopsis>
</refsynopsisdiv>
<refsect1><title>Description</title>
<para>
The <command>estimated_params_init;....end;</command> block declares numerical initial values for the optimizer when these ones are different from the prior mean
<para>The <command>estimated_params_init</command> block declares numerical initial values for the optimizer when these ones are different from the prior mean.
</para>
</refsect1>
<refsect1><title>Estimated parameter initial value specification</title>
<para>
Each line corresponds to an estimated parameter and follows this syntax:
<itemizedlist spacing='compact'>
<listitem><para><command>stderr</command> is a keyword indicating that the standard error of the exogenous variable, <replaceable>VARIABLE_NAME</replaceable>, or of the observation error associated with endogenous observed variable, <replaceable>VARIABLE_NAME</replaceable>, is to be estimated</para></listitem>
<listitem><para><command>corr</command> is a keyword indicating that the correlation between the exogenous variables, <replaceable>VARIABLE_NAME_1</replaceable> and <replaceable>VARIABLE_NAME_2</replaceable>, or the correlation of the observation errors associated with endogenous observed variables, <replaceable>VARIABLE_NAME_1</replaceable> and <replaceable>VARIABLE_NAME_2</replaceable>, is to be estimated</para></listitem>
<listitem><para> <replaceable>PARAMETER_NAME</replaceable> is the name of a model parameter to be estimated</para></listitem>
<listitem><para> <replaceable>INITIAL_VALUE</replaceable> specifies a starting value for maximum likelihood estimation</para></listitem>
</itemizedlist>
</para>
<para>See <xref linkend="estimated_params" /> for the meaning and syntax of the various components.</para>
</refsect1>
</refentry>
@ -2089,48 +2136,41 @@ Each line corresponds to an estimated parameter and follows this syntax:
<refsynopsisdiv>
<cmdsynopsis>
<command>estimated_params_bounds;</command><sbr/>
<group choice="req">
<arg choice="plain">
stderr <replaceable>VARIABLE_NAME</replaceable>
<command>estimated_params_bounds</command>;<sbr/>
<arg choice="plain" rep="repeat">
<group choice="req">
<arg choice="plain">
<option>stderr</option> <replaceable>VARIABLE_NAME</replaceable>
</arg>
<arg choice="plain">
<option>corr</option> <replaceable>VARIABLE_NAME_1</replaceable>, <replaceable>VARIABLE_NAME_2</replaceable>
</arg>
<arg choice="plain">
<replaceable>PARAMETER_NAME</replaceable>
</arg>
</group>
,
<arg choice="plain">
<replaceable>LOWER_BOUND</replaceable>
</arg>
,
<arg choice="plain">
<replaceable>UPPER_BOUND</replaceable>
</arg>
;
</arg>
<arg choice="plain">
corr <replaceable>VARIABLE_NAME_1, VARIABLE_NAME_2</replaceable>
</arg>
<arg choice="plain">
<replaceable>PARAMETER_NAME</replaceable>
</arg>
</group>
<arg choice="plain">
<replaceable>, LOWER_BOUND</replaceable>
</arg>
<arg choice="plain">
<replaceable>, UPPER_BOUND</replaceable>
</arg>
<arg choice="plain">;</arg><sbr/>
<arg choice='plain'>...</arg><sbr/>
<arg choice="plain">end;</arg>
<command>end</command>;
</cmdsynopsis>
</refsynopsisdiv>
<refsect1><title>Description</title>
<para>
The <command>estimated_params;....end;</command> block lists all parameter to be estimated and specifies bounds and priors when required.
</para>
<para>The <command>estimated_params_bounds</command> block declares lower and upper bounds for parameters in maximum likelihood estimation.</para>
</refsect1>
<refsect1><title>Estimated parameter specification</title>
<para>
Each line corresponds to an estimated parameter and follows this syntax:
<itemizedlist spacing='compact'>
<listitem><para><command>stderr</command> is a keyword indicating that the standard error of the exogenous variable, <replaceable>VARIABLE_NAME</replaceable>, or of the observation error associated with endogenous observed variable, <replaceable>VARIABLE_NAME</replaceable>, is to be estimated</para></listitem>
<listitem><para><command>corr</command> is a keyword indicating that the correlation between the exogenous variables, <replaceable>VARIABLE_NAME_1</replaceable> and <replaceable>VARIABLE_NAME_2</replaceable>, or the correlation of the observation errors associated with endogenous observed variables, <replaceable>VARIABLE_NAME_1</replaceable> and <replaceable>VARIABLE_NAME_2</replaceable>, is to be estimated</para></listitem>
<listitem><para> <replaceable>PARAMETER_NAME</replaceable> is the name of a model parameter to be estimated</para></listitem>
<listitem><para> <replaceable>LOWER_BOUND</replaceable> specifies a lower bound for the parameter value in maximum likelihood estimation</para></listitem>
<listitem><para> <replaceable>UPPER_BOUND</replaceable> specifies an upper bound for the parameter value in maximum likelihood estimation</para></listitem>
</itemizedlist>
</para>
<refsect1><title>Estimated parameter bounds specification</title>
<para>See <xref linkend="estimated_params" /> for the meaning and syntax of the various components.</para>
</refsect1>
</refentry>
<refentry id="estimation">