Stéphane Adjemian (Ryûk)
51ffe77fb7
Add error flag (new output) to simul_backward_model routine.
2023-04-05 11:09:59 +02:00
e30314e75d
Drop the “Sigma_e” statement
2023-01-16 16:52:42 +01:00
Stéphane Adjemian (Charybdis)
8b197bf71c
Remove duplicate assignments for parameters.
2022-04-28 12:58:22 +02:00
Stéphane Adjemian (Ryûk)
b297353b06
PAC decomposition between stationary and non-stationary components.
...
The taget in PAC equation can be decomposed into an arbitrary number of components (variables
in the VAR auxiliary model).
TODO Iterative OLS estimation (which is not the preferred estimation routine).
TODO Decomposition in the routine evaluating the forecasts for each component.
2021-12-17 12:17:13 +01:00
49a396030b
Yet another batch of Octave compatibility fixes
2021-09-16 18:25:00 +02:00
e42cf2e5b4
Various MATLAB R2014a compatibility fixes
2021-09-08 14:15:49 +02:00
749fc219e5
Testsuite: increase test tolerance under Octave for ecb/SURGibbs/fulton_fish.mod
2021-05-05 15:43:19 +02:00
Stéphane Adjemian (Odysseus)
d5e2b0f9f8
Updated integration test with new interface for aggregate routine.
2020-01-29 18:28:35 +01:00
7e7f57d7d1
Encoding fixes.
2019-11-25 11:48:09 +01:00
75a929051f
Update sur and surgibbs function outputs.
2019-11-22 10:59:01 +01:00
f91018c319
Fix test broken by 1668d50aaf
2019-10-02 15:06:13 +02:00
fb3335f191
Added unitary tests for aggregate routine.
2019-10-02 10:41:32 +02:00
e2c57dc5f5
Increase test tolerance
2019-09-26 17:35:24 +02:00
efc174115e
Use verbatim block.
2019-06-17 11:33:56 +02:00
75945a62ac
Fixed plot_contribution routine.
2019-05-14 22:12:33 +02:00
ea68f849d5
Renamed routine.
2019-04-29 23:49:04 +02:00
92e7010b97
Added integration test.
2019-04-29 23:39:14 +02:00
b6a80229a9
Added integration test for cherrypick and agregate routines.
2019-04-27 18:12:53 +02:00
66e44dd830
Added missing routine.
...
Example for agregate routine.
2019-04-10 09:56:30 +02:00
f39f57b9b5
Added parameter values in cherrypick/agregate routines.
2019-04-02 07:11:32 +02:00
8a8ef89004
Added example for new agregate() routine.
2019-03-25 18:16:38 +01:00
d7246b3489
ols-style routines: allow user to specify parameters to be estimated
2019-03-08 11:15:33 +01:00
6b4b2bb8b3
fix path to test
2019-03-07 18:06:53 +01:00
92b1c25b9f
fix typo
2019-03-07 10:47:02 +01:00
f3a10d0238
add test for estimating certain parameters in sur
2019-03-07 10:47:02 +01:00
59ab4f4b34
update tests
2019-03-04 15:08:19 +01:00
043ecfc3b2
Revert "surgibbs: fix bug in param values output"
...
This reverts commit d6c5618a74
2019-02-26 16:54:26 +01:00
d6c5618a74
surgibbs: fix bug in param values output
2019-02-26 15:42:51 +01:00
0c8867cbad
fix typo
2019-02-26 12:52:38 +01:00
030737b9c0
sur: fix input checks
2019-02-25 14:23:48 +01:00
db8638ec97
pooled_fgls: use iterative method and fix bug in M_.Sigma_e
2019-02-13 15:57:06 +01:00
29c3a86c81
sur: move to iterative method
2019-02-13 15:57:06 +01:00
468d0f5ae5
Added integration test (IRFs of backward models).
2019-02-13 15:19:18 +01:00
beb7d42d74
Initialize IRFs with histval (second approach).
2019-02-13 15:19:18 +01:00
20256b5be9
test zero equations in SUR
2019-01-30 16:29:11 +01:00
0399e3c777
modify test to handle AR(1) with no parameter
2019-01-17 18:57:41 +01:00
8574e94bdb
change test to fix de_ehic_de_ehic_L1 at 1
2019-01-17 18:06:17 +01:00
df713e907b
add tests to makefile
2019-01-16 14:52:01 +01:00
c28c8187e8
Fixed typo.
2018-08-08 16:23:15 +02:00
6a6d21ef41
Fixed unit test (forecasts for backward models).
2018-02-28 15:34:19 +01:00
d9c5df4029
remove useless lines in tests
2018-02-22 14:36:42 +01:00
a002388fd0
add tags to equations in test file
2018-01-17 16:17:15 +01:00
82a01c251e
surgibbs: add thinning option
2018-01-12 14:43:39 +01:00
aceeef876b
ols: modify ols-style estimation routines to account for change in 7be8f10e0e
2018-01-12 11:45:50 +01:00
fe8dfba59d
Merge branch 'master' into ecb-master
...
# Conflicts:
# examples/NK_baseline_steadystate.m
# matlab/backward/backward_model_irf.m
# matlab/modules/dseries
# matlab/occbin/setss.m
# preprocessor/SymbolList.cc
# tests/identification/as2007/as2007_steadystate.m
# tests/identification/kim/kim2_steadystate.m
# tests/particle/dsge_base2_steadystate.m
# tests/steady_state/walsh1_old_ss_steadystate.m
2018-01-11 16:25:42 +01:00
049be61ef5
surgibbs: pass prior as argument, allow limiting the number of parameters estimated, check inputs, change variable name
2018-01-11 14:15:10 +01:00
b1d8e7aafa
Moved test files.
2018-01-10 16:04:19 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
698192ab81
fix solow_irf to work with current state of backward_model_irf
2017-12-11 13:44:26 +01:00
16e0fca19c
Added two examples (forecasts and IRFs in backward models).
...
(cherry picked from commit 949440ef9c
2017-07-31 16:32:15 +02:00
Stéphane Adjemian (Ryûk)
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Dóra Kocsis
Stéphane Adjemian (Charybdis)
Houtan Bastani
Stéphane Adjemian(Charybdis)
Houtan