Johannes Pfeifer
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d2a55d1e49
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method_of_moments: adapt analytic jacobian output to interface used elsewhere
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2021-01-24 09:21:09 +01:00 |
Willi Mutschler
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a697002a4e
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MoM: Gradient-based optimizers can use analytical Jacobian for GMM
New option analytic_jacobian for mode_compute 1, 3, and 13
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2021-01-14 10:03:39 +01:00 |
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Johannes Pfeifer
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fbb1272164
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Fix mode_compute=12 and filter out mode_compute=11
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2021-01-10 17:30:35 +01:00 |
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Willi Mutschler
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b3e3501a6d
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MoM: Fix bug in SMM with ME
Occurs by running RBC_MoM_SMM_ME with mode_compute=9
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2021-01-07 14:25:26 +01:00 |
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Willi Mutschler
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ba8d5d364d
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MoM: Update copyright years
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2021-01-07 10:32:35 +01:00 |
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Willi Mutschler
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eae5e2f029
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MoM: Add analytical standard errors for GMM
Reset analytic_derivation_mode for steadystate file parameter changes
MoM: Fix GMM analytical standard errors wrong dimensions in autocovs
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2020-12-18 16:16:10 +01:00 |
Sébastien Villemot
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b891695680
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Merge branch 'JohannesPfeifer/dynare-MoM'
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2020-09-01 15:14:43 +02:00 |
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Johannes Pfeifer
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96be513ecf
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Remove matched_moments_ as input argument as it is now a field of M_
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2020-08-05 15:58:58 +02:00 |
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Johannes Pfeifer
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3b85fea02e
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Move setting of parameters out of check_bounds_and_definiteness_estimation.m
Increases transparency
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2020-07-17 15:02:12 +02:00 |
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Willi Mutschler
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b273a2792b
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Fix iterated method of moments
Also improve fprintf descriptions and comments and other cosmetical changes
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2020-07-16 14:47:20 +02:00 |
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Willi Mutschler
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9c99eac55c
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Move more options to substructure options_mom_.mom
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2020-07-16 11:38:41 +02:00 |
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Johannes Pfeifer
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540f0454d2
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Code Review of GMM routines
- fix prefilter option
- Implement iterative GMM
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2020-07-16 11:38:40 +02:00 |