7cbb86bb64
Testsuite: rename estimation/univariate/ols/ols.mod
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Under Octave, the +ols folder conflicts with the builtin ols() function.
2021-02-09 16:58:07 +01:00
e9ea837b28
Reduce run-time of tune_mh_jscale/fs2000.mod
2021-01-26 10:10:29 +01:00
c507eefc23
testsuite: check values of analytic derivation likelihood to prevent regression
2021-01-24 17:41:50 +01:00
783598bdeb
Testsuite / methods of moments: compatbility fix for MATLAB R2014a
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MATLAB R2014a does not like some of the variable names that are passed to
table(). Disable that call, as under Octave.
2021-01-19 16:10:40 +01:00
68af1c80fe
Testsuite: cosmetic changes to TeX and debug options
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– Whenever possible, pass the “tex” option to Dynare commands instead of
fiddling with options_.TeX;
— For the remaining explicit options_.TeX and also for options_.debug,
use a boolean value instead of an integer.
2021-01-19 15:50:14 +01:00
0a880825a1
MoM: Testsuite fixes for Octave
2021-01-14 10:04:10 +01:00
a697002a4e
MoM: Gradient-based optimizers can use analytical Jacobian for GMM
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New option analytic_jacobian for mode_compute 1, 3, and 13
2021-01-14 10:03:39 +01:00
Stéphane Adjemian (Odysseus)
0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise
2021-01-11 11:06:55 +01:00
dabe0ada33
MoM: Add test for optimizers
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Note that mode_compute=11 and 12 need some fixing
2021-01-07 14:14:13 +01:00
2b554e0511
MoM: cosmetical changes to description of options in testsuite
2021-01-07 13:39:45 +01:00
ba8d5d364d
MoM: Update copyright years
2021-01-07 10:32:35 +01:00
562a9c737f
MoM: Improve testsuite
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- add Andreasen, Fernandez-Villaverde, Rubio-Ramirez (2017) test models
- move models to dedicated folders
- add `make m/method_of_moments` and `make o/method_of_moments` commands to run testsuite only for method of moments
2021-01-06 14:19:17 +01:00
eae5e2f029
MoM: Add analytical standard errors for GMM
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Reset analytic_derivation_mode for steadystate file parameter changes
MoM: Fix GMM analytical standard errors wrong dimensions in autocovs
2020-12-18 16:16:10 +01:00
Stéphane Adjemian (Odysseus)
248ad18846
Merge remote-tracking branch 'Dynare/master' into enterprise
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Fixed conflicts in:
- .gitlab-ci.yml
- matlab/dynare_config.m
- matlab/dynare_solve.m
- matlab/initvalf.m
- matlab/perfect-foresight-models/make_ex_.m
- matlab/perfect-foresight-models/perfect_foresight_setup.m
- mex/build/matlab/Makefile.am
- mex/build/matlab/configure.ac
- mex/build/octave/Makefile.am
- mex/build/octave/configure.ac
- mex/sources/Makefile.am
- preprocessor
- tests/Makefile.am
2020-09-17 14:53:32 +02:00
96be513ecf
Remove matched_moments_ as input argument as it is now a field of M_
2020-08-05 15:58:58 +02:00
9fa24aa7be
RBC_MoM: filter out additional pathological cases with try-catch
2020-07-17 20:35:53 +02:00
791e5e9d97
RBC_MoM-test: filter out pathological cases
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[skip CI]
2020-07-17 15:16:05 +02:00
19b7d202d2
testsuite: Add test cases
2020-07-16 14:54:04 +02:00
540f0454d2
Code Review of GMM routines
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- fix prefilter option
- Implement iterative GMM
2020-07-16 11:38:40 +02:00
3615962a61
First draft of method of moments toolbox with GMM and SMM
2020-07-16 11:38:38 +02:00
ac728c0492
Add test cases for moments with measurement errors
2020-06-29 13:21:08 +02:00
Stéphane Adjemian (Charybdis)
046960c4a8
Merge remote-tracking branch community/master into enterprise
2020-04-03 11:33:46 +02:00
64a2a4388a
🐛 📖 Fixes TaRB with student t proposal distribution
2020-04-01 14:46:22 +02:00
43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise
2020-03-27 16:28:41 +01:00
Stéphane Adjemian (Charybdis)
2083246a35
Add initial condition for mh_tune_jscale.
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Closes #1717 .
2020-02-29 13:25:24 +01:00
9c9e2b443e
Merge remote-tracking branch 'community/master' into enterprise
2019-10-01 14:54:52 +02:00
715ae0ce39
preprocessor: submodule update
2019-09-30 12:28:29 +02:00
f665117879
Remove spurious indentation changes
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This commits reverts various spurious indentation changes that were on the
ecb-master but not on the master branch.
2019-09-26 15:17:54 +02:00
d242ed88a2
dyn_ols: add date range option
2019-03-26 15:04:16 +01:00
9ab4c6f80d
ols-style equations: handle additive elements separated by + and -
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use same algorithm as in preprocessor to facilitate future changes
2019-03-26 11:06:30 +01:00
d7246b3489
ols-style routines: allow user to specify parameters to be estimated
2019-03-08 11:15:33 +01:00
59ab4f4b34
update tests
2019-03-04 15:08:19 +01:00
0d5b310207
Added integration tests (for constrained OLS).
2018-12-07 19:54:33 +01:00
bbf437bebd
Replaced histograms by non parameteric density estimators + other cosmetic changes.
2018-12-07 19:54:32 +01:00
bfd9680f85
Fixed encoding.
2018-12-07 19:54:32 +01:00
44e5a88ddd
dyn_ols: use AST instead of regex to parse equations
2018-12-07 19:54:32 +01:00
650c78f99d
Merge branch 'master' into ecb-master
2018-11-30 21:34:56 +01:00
460dba40d7
Added integration test (estimated_params_init).
2018-10-25 10:33:31 +02:00
dcea7514d9
Merge branch 'master' into ecb-master
2018-10-24 18:31:31 +02:00
8a2c38cf6c
olsgibbs: save fitted values in dataset; allow use of dictionary as in dyn_ols
2018-10-24 17:17:01 +02:00
9a84129707
Added integration for the bayesian estimation of a single equation.
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Uses a Gibbs sampling algorithm.
2018-10-06 16:59:00 +02:00
03bd2b73e6
Fixed integration test for the automatic tuning of mh_jscale.
2018-10-03 18:21:16 +02:00
6f6ef8fb30
Merge branch 'master' into ecb-master
2018-06-05 18:47:55 +02:00
2dd940dc1a
datatomfile: Consistently replace char by cell arrays
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Required after 7be8f10e0e
2018-06-04 11:56:43 +02:00
e62c2272b4
Merge remote-tracking branch 'github/master' into ecb-master
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Fixed conflicts:
matlab/modules/dates
2018-05-16 17:32:39 +02:00
f53be721c1
Added new option mh_tune_jscale.
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Works only with the Random Walk Metropolis Hastings algorithm.
Closes #1598
2018-05-16 16:37:22 +02:00
99cb731112
Fixed indentation of matlab files.
2017-06-01 19:43:18 +02:00
c5c465d675
Remove unused exogenous variables from unit tests
2017-01-08 19:00:04 +01:00
420fb3896b
Merge pull request #1361 from JohannesPfeifer/endogenous_prior_restrictions
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Document irf_calibration and moment_calibration in the context of est…
2017-01-05 09:08:52 +01:00
b464226eaa
Merge pull request #1358 from JohannesPfeifer/nograph
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Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
Sébastien Villemot
Johannes Pfeifer
Willi Mutschler
Stéphane Adjemian (Odysseus)
Houtan Bastani
Stéphane Adjemia (Scylla)
Stéphane Adjemian (Charybdis)
Stéphane Adjemian(Charybdis)