dynare

Commit Graph

Author	SHA1	Message	Date
Stéphane Adjemian (Ryûk)	24d5ba0290	Change nonlinear solvers in some integration tests. Trust region with block decomposition (as provided by dmperm) fails to provide correct simulations (most likely due to the interpretation of tolf which depends on the number and size of blocks).	2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)	4512000f0f	Display estimation results PAC/NLS.	2021-12-17 20:53:39 +01:00
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

Author

SHA1

Message

Date

Stéphane Adjemian (Ryûk)

24d5ba0290

Change nonlinear solvers in some integration tests.

Trust region with block decomposition (as provided by dmperm) fails to provide
correct simulations (most likely due to the interpretation of tolf which
depends on the number and size of blocks).

2022-03-25 19:42:40 +01:00

Stéphane Adjemian (Ryûk)

4512000f0f

Display estimation results PAC/NLS.

2021-12-17 20:53:39 +01:00

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

3 Commits (master)