180a3bad9c
New wrapper for identification analysis, given the parameter set provides results.
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Allows more flexible coding and checks for particular parameter sets.
2011-05-02 11:03:18 +02:00
181186a205
Patch from George: fixes bug in partial information ( closes #179 )
2011-05-02 10:25:25 +02:00
d55d1d7b10
Cosmetic change related to the previous commit (12e0509510f7d71a8c2556b991eb84ebebe47e18).
2011-05-02 10:24:50 +02:00
e8fe8c7711
Added exceptions when the parameters updated in the steadystate file are complex or NaN.
2011-05-02 10:24:50 +02:00
71aec0eb39
shock_decomposition: bug correction
2011-04-30 19:52:26 +02:00
14d7ab433f
Added new info value (22) for cases where the steady state given by the steadystate file has NaNs.
2011-04-28 17:53:03 +02:00
b15cac0047
Added error message when an infinite std. is used with a Gamma shaped prior.
2011-04-28 12:33:01 +02:00
72c2a343b1
Fixed bug.
2011-04-28 12:00:13 +02:00
896a80928b
Cosmetic change
2011-04-27 11:57:49 +02:00
7b67f40a11
Bump MATLAB version requirement to 7.0
2011-04-27 11:57:43 +02:00
74d1d80b0c
fixed elimination of Lagrange multipliers for Ramsey policy
2011-04-21 21:08:20 +02:00
33787d4b1e
improved dyntable.m
2011-04-18 11:25:55 +02:00
d2e0ef021c
allowing historical time in shock decomposition
2011-04-18 11:25:55 +02:00
6b71b6800d
-) remove useless burn-in iterations;
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-) removed obsolete commented lines or unused variables;
-) when Asymptotic Hessian is available, take SVD of that for identification patterns;
-) when computing analytic Hessian, scores are not necessary (no_DLIK=1);
-) fixes in output info when Hessian is available.
2011-04-15 15:28:58 +02:00
7c92b2308a
Small improvements around analytic scores and Hessian
2011-04-15 15:26:33 +02:00
8aeb76fee6
-) small change to tolerance for eigenvector elements
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-) cosmetic fix to header
2011-04-15 15:26:04 +02:00
25afd56163
Bug fixes around analytic scores for identification.
2011-04-12 18:18:18 +02:00
498d5ed698
Fixed bug when only one series is observed and analytic scores are computed.
2011-04-12 17:38:06 +02:00
2af300bf6e
Added output arguments needed for analytic scores.
2011-04-12 17:37:02 +02:00
4dbbba414f
Fixed for new treatment of auxiliary variables w.r.t. dynare version 4.1.
2011-04-12 12:09:17 +02:00
d0d04065e6
Merged from 4.2 branch commits:
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9747cb78940f41ba3d6c262b2e77a0aa01576d3d
730100282f17974d86510a9ebbaad735f27c46ba
* 1) bug fixes: non-initialized ide_strength when no param is identified; normaliz1 set to one when prior std is inf; HIGHEST SVD bar fixed (wrong singluar values were plotted).
2) Simplified advanced output (no more multicollinearity and pair-wise correlations!).
3) Beautified output of collinear groups of variables.
4) use of sensitivities normalized with std errors.
2011-04-12 12:08:14 +02:00
5e230e41b4
Fixed initialization of options related to identification.
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(cherry picked from commit 3a7119be7626e8cce4e68b7e5e28724ad46fd1d5)
2011-04-12 11:37:58 +02:00
f978ebeff7
Provisions for MATLAB 7.12 (R2011a)
2011-04-08 11:07:03 +02:00
fc0b867f5a
Fixed bug with empty qz_criterium.
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(cherry picked from commit 70928f47b180e5b0c7ebb340350c01fb04c8247f)
2011-04-07 10:36:37 +02:00
e86e4b0bac
Fixes related to the possibility of having octave slaves called by a matlab master.
2011-04-06 14:28:21 +02:00
2d3315f9fb
modifications to allow weights attached to CPU's
2011-04-06 14:27:47 +02:00
8b44731ef0
Fixed bug in remote parallel execution introduced by previous commit b7133ebeb5
2011-04-06 14:24:04 +02:00
4c6a01da2e
under parallel execution do not do parallel plots when some slave is octave, irrespective to master being matlab.
2011-04-06 14:22:34 +02:00
a016d3c521
explicit mat extension with save (octave compatibility)
2011-04-06 13:08:22 +02:00
87abc9041c
Fixed bug for tex figures.
2011-04-06 12:00:22 +02:00
e91f0776f2
discretionary policy: made returned info values compatible with Dynare
2011-04-05 13:50:21 +02:00
abf9a0eefd
discretionary_policy: removed nested function Iterate to make code compatible with Octave
2011-04-05 13:50:21 +02:00
865dcb57f8
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
d70b02d319
removed unused variable
2011-03-31 16:36:03 +02:00
2882827084
making sure variance of subsample is not very small before computing kernel density
2011-03-28 09:17:36 +02:00
e29aeeadd8
merging changes for FOC of Ramsey policy problem computed by the preprocessor
2011-03-27 16:56:29 +02:00
554849a704
modifyimg *.m files for ramsey_policy when FOC are computed by the preprocessor
2011-03-27 16:54:49 +02:00
4d5dc228a8
add 'var' restriction to exist() tests (more of the same is needed in other functions)
2011-03-26 20:19:23 +01:00
d0b68189da
improved warning message when a beta prior has two modes
2011-03-26 10:31:54 +01:00
78d882900a
more bug corrections in smoother routines
2011-03-25 21:32:45 +01:00
5f8b5fa467
removing useless 'd' output argument from the Kalman smoother functions. Removed global initialization of options_.diffuse_d. Fixed minor bugs in Kalman smoother functions.
2011-03-24 18:38:01 +01:00
ec6c9ed9a7
fixing bug recently introduced for models without lagged variables
2011-03-19 18:47:49 +01:00
3f48c8723a
Additional corrections related to the steady_state operator bug
2011-03-18 14:11:00 +01:00
32eff62af6
1) provisions for analytic scores and asymptotic Hessian provided by Nikolai Iskrev
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2) several fixes and improvements in dynare_identification.m:
-) provide more info for strength of identification (relative to prior)
-) more drastic warning off
-) print info from ident_bruteforce.m
2011-03-18 11:05:40 +01:00
218b9efc34
identification: added brute force search for groups of parameters that replicate the derivative pattern of another parameter.
2011-03-18 11:00:20 +01:00
52cc078de5
skipped print of multicollinearity on the command window
2011-03-18 10:56:32 +01:00
179662baca
skipped useless call to initial checks when nargout>3.
2011-03-18 10:55:48 +01:00
8352873e06
Fixes to handle properly implicit derivation when STEADY_STATE syntax is applied
2011-03-18 10:54:09 +01:00
1ec1ea874a
Added utilities for analytic scores and asymptotic Hessian of likelihood.
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Thanks to Nikolai Iskrev
2011-03-18 10:52:27 +01:00
31b6c08347
Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
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Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
Marco Ratto
Sébastien Villemot
Stéphane Adjemian (Gpm)
Michel Juillard
Stéphane Adjemian (Scylla)
Houtan Bastani
Ferhat Mihoubi