Stéphane Adjemian (Charybdis)
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6997e0a4a6
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Added the possibility to have exogenous variables in the optimal part of PAC.
Works with iterative ols and nls.
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2019-03-08 14:34:41 +01:00 |
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Stéphane Adjemian (Charybdis)
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d00b57541e
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Allow exogenous variables in pac.estimation.iterative_ols routine.
The parameters associated to these additional variables can be estimated or calibrated.
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2019-03-01 23:32:47 +01:00 |
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Stéphane Adjemian (Charybdis)
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0af3068569
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Handle situations where a PAC model is used in more than one equation.
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2019-02-22 17:58:24 +01:00 |
Stéphane Adjemia (Scylla)
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c0570ff0af
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Fixed typo.
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2018-12-19 15:41:32 +01:00 |
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Stéphane Adjemia (Scylla)
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38c8462142
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If NLS, do not check the ordering of estimated parameters in PAC.
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2018-12-12 16:28:19 +01:00 |
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Stéphane Adjemia (Scylla)
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2b6ee881a4
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Efficiency changes.
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2018-08-22 11:49:15 +02:00 |
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Stéphane Adjemia (Scylla)
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442a70e905
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Added missing semicolon.
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2018-08-21 21:56:01 +02:00 |
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Stéphane Adjemia (Scylla)
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7d6296f7a6
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Fixed bug introduced by 42bba08887.
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2018-08-17 21:42:09 +02:00 |
Stéphane Adjemian(Charybdis)
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42bba08887
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Make the code robust to the order of declaration of the estimated parameters.
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2018-08-15 22:03:33 +02:00 |
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Stéphane Adjemian(Charybdis)
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0edebbe5d7
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Added Iterative OLS routine for PAC equation.
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2018-07-23 16:12:46 +02:00 |
