Houtan Bastani
|
3247b1aa02
|
pooled_fgls: fix and update
|
2019-01-16 14:53:21 +01:00 |
|
Houtan Bastani
|
e4dc7c403e
|
parse residual information
|
2019-01-16 14:53:21 +01:00 |
|
Houtan Bastani
|
72081e640e
|
pooled_ols: fix dates
|
2019-01-16 14:53:20 +01:00 |
|
Houtan Bastani
|
efe0a15e0e
|
comment out code
|
2019-01-16 14:53:20 +01:00 |
|
Houtan Bastani
|
9ed97b88c1
|
account for potentially differing number of observations per equation when creating SUR matrices
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2019-01-16 14:53:20 +01:00 |
|
Houtan Bastani
|
a7181a8151
|
fix common parsing function to impose same dates per equation
|
2019-01-16 14:53:20 +01:00 |
|
Houtan Bastani
|
3427d93c09
|
add comment to function
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2019-01-16 14:53:20 +01:00 |
|
Houtan Bastani
|
5d80fc903b
|
pooled_ols: fix up and use common parsing
|
2019-01-16 14:53:20 +01:00 |
|
Houtan Bastani
|
1e41235b6b
|
common parsing: small fixes
|
2019-01-16 14:53:19 +01:00 |
|
Houtan Bastani
|
934a22c3a7
|
sur: small fixes
|
2019-01-16 14:53:19 +01:00 |
|
Houtan Bastani
|
f8c0282b01
|
sur: fix up and use common code to create matrices
|
2019-01-16 14:53:19 +01:00 |
|
Houtan Bastani
|
d8f26525b0
|
olsgibbs: fix up and use common parsing functions
|
2019-01-16 14:53:19 +01:00 |
|
Houtan Bastani
|
a477075825
|
ols: further simplifications
|
2019-01-16 14:53:19 +01:00 |
|
Houtan Bastani
|
a35fd291c5
|
ols: move json file parsing to a separate file
|
2019-01-16 14:53:19 +01:00 |
|
Houtan Bastani
|
013124eedf
|
ols: move parsing to a helper function
|
2019-01-16 14:53:18 +01:00 |
|
Houtan Bastani
|
093dd493d8
|
ols: catch unexpected case
|
2019-01-16 14:53:18 +01:00 |
|
Houtan Bastani
|
7d35cb5c5a
|
fix typo
|
2019-01-14 15:02:32 +01:00 |
|
Houtan Bastani
|
e8333421e7
|
remove unnecessary file
|
2019-01-10 10:44:19 +01:00 |
|
Houtan Bastani
|
44e5a88ddd
|
dyn_ols: use AST instead of regex to parse equations
|
2018-12-07 19:54:32 +01:00 |
Stéphane Adjemian (Charybdis)
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82187f9d41
|
Fixed olsgibbs routine.
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2018-10-06 16:08:28 +02:00 |
|
Houtan Bastani
|
ee2ad1ee15
|
olsgibbs: linear regression with Gibbs sampler
|
2018-10-04 17:12:47 +02:00 |
|
Houtan Bastani
|
62301fa1e9
|
dyn_ols: fix typo
|
2018-09-14 15:09:31 +02:00 |
Stéphane Adjemian(Charybdis)
|
c5ebb2ca30
|
Adapted codes to the json files new location.
|
2018-07-10 20:15:53 +02:00 |
|
Houtan Bastani
|
c92cb398a6
|
dyn_ols: add parameter indices to oo_
|
2018-03-09 13:22:43 +01:00 |
|
Houtan Bastani
|
dbf84bc93c
|
dyn_ols, pooled_sur_common: fix bug in regular expression
|
2018-02-23 12:43:32 +01:00 |
|
Houtan Bastani
|
c6d6a7b01b
|
pooled_fgls: fix bug: variable potentially not initialized
|
2018-02-22 14:34:43 +01:00 |
|
Houtan Bastani
|
3b13a8ad48
|
Merge branch 'preprocessor_diff' into ecb-master
|
2018-02-22 12:53:03 +01:00 |
|
Houtan Bastani
|
827b8e984c
|
dyn_ols: fix bug in adjusted R2
|
2018-02-20 15:24:00 +01:00 |
|
Houtan Bastani
|
b70c8e13b9
|
dyn_ols: fix bug in Y when rhs variables were subtracted from lhs
|
2018-02-20 14:33:56 +01:00 |
|
Houtan Bastani
|
afecd9bebb
|
small improvement to dyn_ols, pooled_sur_common: return summed rhs to subtract from lhs
|
2018-02-20 10:29:34 +01:00 |
|
Houtan Bastani
|
32cc4e069b
|
preprocessor: pac: change functionality of diff operator
|
2018-01-30 11:13:40 +01:00 |
|
Houtan Bastani
|
42417d992d
|
dyn_ols: fix bug in field check
|
2018-01-30 10:30:50 +01:00 |
|
Houtan Bastani
|
01d416da45
|
dyn_ols: fix bug in correction of fitted values
|
2018-01-29 16:26:46 +01:00 |
|
Houtan Bastani
|
4bbfb35a6e
|
sur: fix bug in printing
|
2018-01-29 15:36:56 +01:00 |
|
Houtan Bastani
|
812dcae89d
|
sur: fix bug in parameter indices
|
2018-01-29 15:26:28 +01:00 |
|
Houtan Bastani
|
683c89de43
|
SUR: add option to estimate certain parameters
|
2018-01-25 15:45:26 +01:00 |
|
Houtan Bastani
|
21fe74d8e3
|
dyn_ols: fix bug in sample range
|
2018-01-24 17:27:29 +01:00 |
|
Houtan Bastani
|
e333f8970d
|
fix comments
|
2018-01-19 14:41:28 +01:00 |
|
Houtan Bastani
|
c9b787f684
|
pooled_sur_common: fix error messages
|
2018-01-19 12:52:40 +01:00 |
|
Houtan Bastani
|
c42311de12
|
simplify getEquationsByTags
|
2018-01-19 12:51:51 +01:00 |
|
Houtan Bastani
|
c17f648b39
|
pooled_ols: remove unnecessary call to dbstack
|
2018-01-19 11:38:13 +01:00 |
|
Houtan Bastani
|
34cf18a96a
|
dyn_ols: fix bug in assignment to M_.params
|
2018-01-18 17:22:23 +01:00 |
|
Houtan Bastani
|
7e4f5abfa5
|
dyn_ols: modify dictionary to take eqtags as first argument and allow for transformations on fitted values
|
2018-01-17 17:19:35 +01:00 |
|
Houtan Bastani
|
ad1d779559
|
pooled_ols: only return argument if called from pooled_fgls
|
2018-01-17 12:57:58 +01:00 |
|
Houtan Bastani
|
b0b75d1c2c
|
pooled_ols: simplify calling structure
|
2018-01-17 12:50:22 +01:00 |
|
Houtan Bastani
|
d392738412
|
pooled_ols, pooled_fgls: add eqtags option
|
2018-01-17 12:45:44 +01:00 |
|
Houtan Bastani
|
ead8e1011a
|
sur, surgibbs: add possibility to select subset of equations
|
2018-01-16 18:42:15 +01:00 |
|
Houtan Bastani
|
d5ace05281
|
dyn_ols: take care of trailing underscore when LHS var ends with )
|
2018-01-16 16:33:15 +01:00 |
|
Houtan Bastani
|
f01210085f
|
dyn_ols: control the number of input arguments
|
2018-01-16 16:13:38 +01:00 |
|
Houtan Bastani
|
aceeef876b
|
ols: modify ols-style estimation routines to account for change in 7be8f10e0e
|
2018-01-12 11:45:50 +01:00 |
Houtan
|
049be61ef5
|
surgibbs: pass prior as argument, allow limiting the number of parameters estimated, check inputs, change variable name
|
2018-01-11 14:15:10 +01:00 |
|
Houtan
|
c1de50bbc2
|
surgibbs: draft change and test
|
2018-01-05 17:13:46 +01:00 |
|
Houtan
|
27819954d0
|
fix typo
|
2018-01-05 15:13:58 +01:00 |
|
Houtan
|
09444882aa
|
sur: bug fix, missing chol
|
2017-12-18 09:01:09 -05:00 |
|
Houtan
|
875b1eec22
|
sur: change output type for sur gibbs
|
2017-12-18 08:35:04 -05:00 |
|
Houtan
|
981ec0089f
|
pooled_sur_common: add comments
|
2017-12-13 12:29:42 +01:00 |
|
Houtan
|
8ab317b302
|
pooled_ols_common: fix corner case
|
2017-12-13 12:07:48 +01:00 |
|
Houtan
|
cd7658541a
|
sur: handle case of constrained parameter
|
2017-12-12 13:07:25 +01:00 |
|
Houtan
|
792d452938
|
sur: update with changes recently made to pooled_ols
|
2017-12-12 12:37:45 +01:00 |
|
Houtan
|
c82fc11f8b
|
dyn_ols/pooled_ols: check residuals
|
2017-12-11 14:35:55 +01:00 |
|
Houtan
|
adede1755e
|
pooled_ols: remove unnecessary call to cellstr()
|
2017-12-08 15:29:34 +01:00 |
|
Houtan Bastani
|
8541579d48
|
pooled_ols: support endogenous without parameters on RHS
|
2017-12-08 14:53:39 +01:00 |
|
Houtan Bastani
|
3c62bd63cf
|
pooled_ols: cover corner case
|
2017-12-07 16:49:11 +01:00 |
|
Houtan Bastani
|
edc38fea3f
|
dyn_ols: reference tag name in printing if available
|
2017-12-07 14:41:22 +01:00 |
|
Houtan Bastani
|
99344e0bcf
|
getStrMoveLeft: bug: missing ‘-‘ when present
|
2017-12-07 11:56:19 +01:00 |
|
Houtan Bastani
|
c28c4d3cd6
|
dyn_ols: take care of corner case where parameter is between two endogenous variables
|
2017-12-07 10:27:04 +01:00 |
|
Houtan Bastani
|
9744f2b85a
|
fix bugs in getStrMoveRight, getStrMoveLeft
|
2017-12-06 15:20:00 +01:00 |
|
Houtan Bastani
|
028416ad2f
|
pooled_ols: return early if being called from pooled_fgls
|
2017-11-21 16:06:37 +01:00 |
|
Houtan Bastani
|
8a0ff842cc
|
pooled_fgls: remove useless test
|
2017-11-21 15:43:44 +01:00 |
|
Houtan Bastani
|
93ba186389
|
dyn_ols: read sample range from equation tag
|
2017-11-20 16:13:39 +01:00 |
|
Houtan Bastani
|
494159e4d4
|
dyn_ols: clean up calling structure
|
2017-11-20 15:27:37 +01:00 |
|
Houtan Bastani
|
3721e7c47e
|
sur: return varargout outputs to work with surgibbs.m
|
2017-11-20 14:45:12 +01:00 |
|
Houtan Bastani
|
9f7d3383e2
|
pooled_ols: support observed exogenous variables
|
2017-11-20 12:51:45 +01:00 |
|
Houtan Bastani
|
4bf73f3b05
|
dyn_ols: add noprint option
|
2017-11-17 15:53:46 +01:00 |
|
Houtan Bastani
|
832558cbbe
|
pooled_fgls: clean up comment
|
2017-11-17 15:50:25 +01:00 |
|
Houtan Bastani
|
3cd4e732d3
|
SUR with test
|
2017-11-17 15:50:22 +01:00 |
|
Houtan Bastani
|
0301029a17
|
pooled_fgls: make calculation of Sigma_e more efficient
|
2017-11-17 12:31:55 +01:00 |
|
Houtan Bastani
|
80feaeae25
|
pooled_fgls: fix typo in saved covariance matrix name
|
2017-11-17 12:31:55 +01:00 |
|
Houtan Bastani
|
0c17d52adc
|
pooled_fgls: fix bug in Sigma_e
|
2017-11-17 12:31:55 +01:00 |
|
Houtan Bastani
|
bf0596215c
|
pooled_ols: simplify code
|
2017-11-17 12:31:55 +01:00 |
|
Houtan Bastani
|
71b187e0a2
|
pooled_ols: fix typo
|
2017-11-17 12:31:55 +01:00 |
|
Houtan Bastani
|
96d716343d
|
add pooled_fgls (with test)
|
2017-11-16 17:23:07 +01:00 |
|
Houtan Bastani
|
1ef479f8c4
|
pooled_ols: fix typo
|
2017-11-14 15:52:09 +01:00 |
|
Stéphane Adjemian(Charybdis)
|
a7b3e17eb5
|
Updated dseries submodule (fixes horzcat behaviour) and reverted b1499906e5.
|
2017-11-14 14:55:21 +01:00 |
|
Houtan Bastani
|
a9ab50c5f9
|
dyn_ols: rename minus as minusstr, avoiding realignment of matlab function minus()
|
2017-11-13 17:12:12 +01:00 |
|
Houtan Bastani
|
b1499906e5
|
dyn_ols: workaround for bug in dseries
|
2017-11-13 16:58:24 +01:00 |
|
Houtan Bastani
|
8a5e95b0bb
|
dyn_ols: add estimation range to output
|
2017-11-13 16:50:55 +01:00 |
|
Houtan Bastani
|
f5bef07232
|
dyn_ols: add dictionary option for renaming fitted values, save fitted values in dseries, return dseries
|
2017-11-13 16:46:46 +01:00 |
|
Houtan Bastani
|
cd85a58d73
|
dyn_ols: error if was not able to evaluate an endogenous variable
|
2017-11-13 16:46:46 +01:00 |
|
Houtan Bastani
|
1d22d497c6
|
dyn_ols: simplify logic for determining constant constraints
|
2017-11-13 12:37:01 +01:00 |
|
Houtan Bastani
|
1fce2a3a99
|
pooled_ols: simplify list of trimmed variable names
|
2017-11-10 16:42:36 +01:00 |
|
Houtan Bastani
|
1ab83e8cdf
|
dyn_ols: more specific matches
|
2017-11-10 15:02:50 +01:00 |
|
Houtan Bastani
|
ad6274a04f
|
dyn_ols: fix bug in matching sole variable on RHS
|
2017-11-10 15:01:40 +01:00 |
|
Houtan Bastani
|
2fda4fa76c
|
dyn_ols: fix typo
|
2017-11-09 16:48:30 +01:00 |
|
Houtan Bastani
|
d4574f6c0e
|
dyn_ols: fix bugs
|
2017-11-09 16:27:54 +01:00 |
|
Houtan Bastani
|
f0b2fd3d34
|
dyn_ols: use vobs instead of length
|
2017-11-09 16:25:52 +01:00 |
|
Houtan Bastani
|
3964511ddc
|
dyn_ols: fix typo with use of dseries
|
2017-11-09 15:52:18 +01:00 |
|
Houtan Bastani
|
de11576951
|
dyn_ols: allow for constant restrictions on parameters, return Yhat and residuals as dseries
|
2017-11-08 16:54:39 +01:00 |
|
Houtan Bastani
|
a3217fa15c
|
dyn_ols: catch leading negatives in computing dseries values
|
2017-11-07 18:17:44 +01:00 |
|
Houtan Bastani
|
c1c7f868ef
|
pooled_ols: add residual info to oo_
|
2017-11-07 14:58:11 +01:00 |
|
Houtan Bastani
|
0d687ca956
|
fix bug in getStrMoveRight
|
2017-11-06 10:38:03 +01:00 |
|
Houtan Bastani
|
1f308aef41
|
fix bug in finding expression in string
|
2017-11-02 15:45:24 +01:00 |
|
Houtan Bastani
|
4da12aac5e
|
create ols directory to hold common OLS code
|
2017-11-02 15:45:20 +01:00 |
