Added example (estimation of single equation by ols).

tests/ecb/partial-estimation/clean

@@ -0,0 +1,4 @@
+#!/bin/sh
+
+rm -rf estimation_of_a_single_equation
+rm -f *.json *.m *.mat *.log

tests/ecb/partial-estimation/estimation_of_a_single_equation.mod

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+// --+ options: json=compute +--
+
+// Declare the endogenous variables.
+var ffr, unrate, cpi;
+
+// Declare the exogenous variables.
+varexo e_ffr, e_unrate, e_cpi;
+
+// Declare the model.
+model(linear);
+
+[name='ffr']
+     ffr = adl(ffr, 'p_ffr_ffr', [1:3]) + adl(unrate, 'p_ffr_unrate', 1) + adl(cpi, 'p_ffr_cpi', [4]) + e_ffr;
+
+[name='unrate']
+     unrate = adl(unrate, 'p_ffr_unrate', [4 2 5]) + adl(cpi, 'p_unrate_cpi', 6) + e_unrate;
+
+[name='cpi']
+     cpi = adl(ffr, 'p_cpi_ffr', 2) + adl(cpi, 'p_cpi_cpi', [2]) + e_cpi;
+
+end;
+
+// Set true values for the parameters (randomly, I write directly in M_.params
+// because I am too lazy to write all the parameter names).
+M_.params = .1*randn(M_.param_nbr, 1);
+
+shocks;
+var e_ffr; stderr .01;
+var e_unrate; stderr .01;
+var e_cpi; stderr .01;
+end;
+
+// Create a dataset by simulating the model.
+oo_ = simul_backward_model([], 1000, options_, M_, oo_);
+
+// Put all the simulated data in a dseries object.
+ds1 = dseries(transpose(oo_.endo_simul), 1900Q1, cellstr(M_.endo_names));
+
+
+// Select a subsample for estimation
+ds1 = ds1(1951Q1:1990Q1);
+
+
+// Print true values of the parameters (for comparison with the estimation results).
+dyn_table('True values for the parameters (DGP)', {}, {}, cellstr(M_.param_names), ...
+    {'Parameter Value'}, 4, M_.params);
+
+
+/* Run the estimation of equation ffr and display the results. Note that the corresponding
+** values in M_.params will be updated.
+**
+** estimate command
+** ----------------
+**
+** First argument is used to specify the estimation method
+** Second argument is used to specify the dataset (an existing dseries object).
+** Third argument (and following) is(are) the name(s) of equation(s) to be estimated.
+*/
+
+estimate method(ols) data(ds1) ffr;