dynare

Commit Graph

Author	SHA1	Message	Date
Stéphane Adjemian(Charybdis)	ae71599292	Switch to new get_companion_matrix routine.	2018-09-28 19:27:17 +02:00
Stéphane Adjemian(Charybdis)	031e2c87c6	New version of get_companion_matrix + new integration test. The routine is still buggy. In PAC and VAR_EXPECTATION models we use get_companion_matrix_legacy routine instead.	2018-09-19 17:39:48 +02:00
Stéphane Adjemia (Scylla)	83c9b0d5b6	Make rool for trend_component_model in var_expectation. Not yet working, a bug in the preprocessor remains to be fixed. The preprocessor does not create the correct number of reduced form parameters for VAR_EXPECTATION when the auxiliary model is a trend component model, because it ignores the fact that the model has to be rewritten in levels.	2018-08-27 14:37:26 +02:00

Author

SHA1

Message

Date

Stéphane Adjemian(Charybdis)

ae71599292

Switch to new get_companion_matrix routine.

2018-09-28 19:27:17 +02:00

Stéphane Adjemian(Charybdis)

031e2c87c6

New version of get_companion_matrix + new integration test.

The routine is still buggy. In PAC and VAR_EXPECTATION models we
use get_companion_matrix_legacy routine instead.

2018-09-19 17:39:48 +02:00

Stéphane Adjemia (Scylla)

83c9b0d5b6

Make rool for trend_component_model in var_expectation.

Not yet working, a bug in the preprocessor remains to be fixed. The
preprocessor does not create the correct number of reduced form parameters
for VAR_EXPECTATION when the auxiliary model is a trend component model,
because it ignores the fact that the model has to be rewritten in levels.

2018-08-27 14:37:26 +02:00

3 Commits (237aa465d23fb3113a27cf2d8f9932bd3c2e2e8f)