From d9ca83f317fb64f61a3796be0311837922430d8e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= Date: Fri, 1 Oct 2021 18:30:39 +0200 Subject: [PATCH] Fix some files which were not UTF-8 encoded --- matlab/+mom/optimal_weighting_matrix.m | 4 ++-- matlab/+mom/standard_errors.m | 4 ++-- matlab/writeVarExpectationFunction.m | 4 ++-- 3 files changed, 6 insertions(+), 6 deletions(-) diff --git a/matlab/+mom/optimal_weighting_matrix.m b/matlab/+mom/optimal_weighting_matrix.m index 4708db8f8..9f9860343 100644 --- a/matlab/+mom/optimal_weighting_matrix.m +++ b/matlab/+mom/optimal_weighting_matrix.m @@ -3,7 +3,7 @@ function W_opt = optimal_weighting_matrix(m_data, moments, q_lag) % ------------------------------------------------------------------------- % This function computes the optimal weigthing matrix by a Bartlett kernel with maximum lag q_lag % Adapted from replication codes of -% o Andreasen, Fernández-Villaverde, Rubio-Ramírez (2018): "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications", Review of Economic Studies, 85(1):1-49. +% o Andreasen, Fernández-Villaverde, Rubio-Ramírez (2018): "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications", Review of Economic Studies, 85(1):1-49. % ========================================================================= % INPUTS % o m_data [T x numMom] selected data moments at each point in time @@ -76,4 +76,4 @@ function GAMA_corr = Corr_Matrix(h_Func,T,num_Mom,v) GAMA_corr = GAMA_corr + h_Func(t-v,:)'*h_Func(t,:); end GAMA_corr = GAMA_corr/T; -end \ No newline at end of file +end diff --git a/matlab/+mom/standard_errors.m b/matlab/+mom/standard_errors.m index 43681a634..3fa02492f 100644 --- a/matlab/+mom/standard_errors.m +++ b/matlab/+mom/standard_errors.m @@ -3,7 +3,7 @@ function [SE_values, Asympt_Var] = standard_errors(xparam, objective_function, B % ------------------------------------------------------------------------- % This function computes standard errors to the method of moments estimates % Adapted from replication codes of -% o Andreasen, Fernández-Villaverde, Rubio-Ramírez (2018): "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications", Review of Economic Studies, 85(1):1-49. +% o Andreasen, Fernández-Villaverde, Rubio-Ramírez (2018): "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications", Review of Economic Studies, 85(1):1-49. % ========================================================================= % INPUTS % o xparam: value of estimated parameters as returned by set_prior() @@ -115,4 +115,4 @@ else Asympt_Var = 1/T*AA*D'*WW*S*WW*D*AA; end -SE_values = sqrt(diag(Asympt_Var)); \ No newline at end of file +SE_values = sqrt(diag(Asympt_Var)); diff --git a/matlab/writeVarExpectationFunction.m b/matlab/writeVarExpectationFunction.m index 78a099041..bf42161b9 100644 --- a/matlab/writeVarExpectationFunction.m +++ b/matlab/writeVarExpectationFunction.m @@ -129,7 +129,7 @@ if var_model_order > 1 mu = [mu; zeros(lm*var_model_order-lm, 1)]; end fprintf(fid, '\n%%%% Calculate %d-step-ahead forecast for VAR(%d) written as VAR(1)\n', max(horizon), var_model_order); -fprintf(fid, '%% Follows Lütkepohl (2005) pg 15 & 34\n'); +fprintf(fid, '%% Follows Lütkepohl (2005) pg 15 & 34\n'); if max(horizon) == 1 printInsideOfLoop(fid, mu, A, false); fprintf(fid, 'ret(1, :) = y(1:%d);\n', lm); @@ -179,4 +179,4 @@ fprintf(fid, '%sy = ...\n%s[ ... %% intercept\n%s', fs, spaces, ns); fprintf(fid, ' ] + ...\n%s[ ... %% autoregressive matrices\n%s', spaces, ns); fprintf(fid, [repmat('% f ', 1, size(A, 2)) '; ...\n' ns], A'); fprintf(fid, ' ] * y;\n'); -end \ No newline at end of file +end