Stéphane Adjemian (Charybdis)
|
0af3068569
|
Handle situations where a PAC model is used in more than one equation.
|
2019-02-22 17:58:24 +01:00 |
Stéphane Adjemia (Scylla)
|
74520e77bf
|
Allow for lags on endogenous variable in growth option of pac_model.
|
2019-01-28 11:25:30 +01:00 |
|
Stéphane Adjemia (Scylla)
|
4d95484e60
|
Changed optimization algorithm.
|
2018-12-19 16:10:08 +01:00 |
|
Stéphane Adjemia (Scylla)
|
d501d6d511
|
Added interface to lsqnonlin (Mathworks' optimization toolbox) in pac.estimate.nls.
|
2018-11-29 10:29:55 +01:00 |
|
Stéphane Adjemia (Scylla)
|
e6c716ae9b
|
Added the possibility to use Gauss-Newton in pac/nls.
Also added the computation of the covariance matrix of the NLS estimator (using
White and Domovitz approach) and integration test.
|
2018-11-26 09:53:18 +01:00 |
|
Stéphane Adjemia (Scylla)
|
6b113273d3
|
Added integration tests (Iterative OLS and NLS for PAC equations).
|
2018-11-21 16:26:38 +01:00 |
|
Stéphane Adjemia (Scylla)
|
524085927d
|
Removed useless tag (data_type).
|
2018-10-24 18:45:38 +02:00 |
|
Stéphane Adjemia (Scylla)
|
d96740c2ef
|
Added integration tests (var and pac expectations).
|
2018-10-14 17:01:02 +02:00 |
Houtan Bastani
|
eb316d7e2d
|
update files for change of option name from `trends` to `targets`
|
2018-09-13 12:24:32 +02:00 |
Stéphane Adjemian(Charybdis)
|
8d84d0b38b
|
Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815'
git-subtree-dir: tests/pac
git-subtree-mainline: 0f3678ec4a
git-subtree-split: 72dda0e3eb
|
2018-09-06 23:35:53 +02:00 |
