adjemian
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3eea736e30
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Corrected bug related to the constant in bvar-dsge.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1484 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-12-07 16:31:15 +00:00 |
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adjemian
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c14493361b
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Added estimation of bvar-dsge models with constant.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1441 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-11-14 17:42:18 +00:00 |
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adjemian
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0480677d66
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Bug correction.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1408 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-10-03 15:44:06 +00:00 |
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adjemian
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d9f56bfde9
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Add the possibility to estimate a BVAR-DSGE with a dsge prior weight equal to infinity (the user just have to calibrate dsge_prior_weight to Inf).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1407 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-10-03 14:40:43 +00:00 |
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adjemian
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a1c0424585
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Correction of a bug related to the penalty on dsge_prior_weight.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1378 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-26 08:50:38 +00:00 |
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adjemian
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9549b0dd42
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Correction of a bug related to info.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1377 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-26 08:21:54 +00:00 |
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adjemian
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ac15bfa388
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Added a penalty in DsgeVarLikelihood if SIGMAu (the covariance matrix of the BVAR) is not positive definite. New function to test if a matrix is pd.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1376 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-25 13:25:38 +00:00 |
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adjemian
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6d6174d6ae
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Added a penalty when the bvar-dsge prior is not proper (too small values of dsge_prior_weight).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1343 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-06 14:43:00 +00:00 |
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adjemian
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44093cbbb9
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BVAR-DSGE with constant (not yet ready)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1167 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-01-26 14:50:30 +00:00 |
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adjemian
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4dc01acbd6
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correction of a bug related to BVAR-DSGE models.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@930 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-09-22 15:58:43 +00:00 |
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adjemian
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9e266024f8
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Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@911 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-09-13 12:39:23 +00:00 |