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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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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205b87d195
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MoM: Fix typos, improve messages and checks, schur_vec_tol option, dname
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2020-12-18 16:16:30 +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 |
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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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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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 |