Sébastien Villemot
3f65574f15
Windows package: fix name of Control Panel menu in README.txt
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Use the name as of Windows 11.
[skip ci]
2022-01-06 18:47:56 +01:00
Johannes Pfeifer
b7d37f092f
manual: expansion of the semi-structural estimation section
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[skip ci]
2022-01-06 17:59:21 +01:00
Sébastien Villemot
38d84c2a52
Merge branch 'master' into 'master'
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bug fixes in varlist_indices heteroskedastic initialization and occbin smoother
See merge request Dynare/dynare!1992
2022-01-06 15:35:16 +00:00
Marco Ratto
9305cd1ef1
fixed header of occbin solver
2022-01-06 15:02:43 +01:00
Marco Ratto
06a7e6c7be
bug fixes with occbin smoother: reset nested waitbars and fix names of outut structure of solver
2022-01-06 15:01:35 +01:00
Marco Ratto
8ac3f4b22b
fixed bugs in initialization of heteroskedastic shocks and first_obs>1 and nobs< full dimension of dataset
2022-01-06 14:59:33 +01:00
Marco Ratto
8130125fa7
reset nested waitbars when computing posterior smoother with occbin
2022-01-06 14:57:57 +01:00
Marco Ratto
bad52b292d
fixed index of variable names defined more than once
2022-01-06 14:51:56 +01:00
Sébastien Villemot
8553525c0f
Merge branch 'doc' into 'master'
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manual: clarify moment_calibration
See merge request Dynare/dynare!1990
2022-01-06 08:21:31 +00:00
Stéphane Adjemian (Ryûk)
d18d728f7b
Fix definition of R2 in NLS routine.
2022-01-05 16:45:35 +01:00
Stéphane Adjemian (Ryûk)
02901002cf
Various improvements in the documentation of semi-structural models.
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[skip ci]
2022-01-05 15:08:53 +01:00
Stéphane Adjemian (Ryûk)
472e66ae47
Fix list of allowed expressions in LHS (for solve_algo={12,14}).
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[skip ci]
2022-01-05 11:46:53 +01:00
Johannes Pfeifer
259fe492e8
manual: clarify moment_calibration
2022-01-05 11:31:17 +01:00
Sébastien Villemot
c1034e39dd
Merge branch 'lsqnonlin' of git.dynare.org:wmutschl/dynare
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Ref. !1989
2022-01-05 09:24:16 +01:00
Willi Mutschler
1be1edf48f
Updated README with macOS instructions
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Closes : #1780
[skip ci]
2022-01-05 09:23:30 +01:00
Willi Mutschler
7f3bc60ce0
lsqnonlin only supported for method_of_moments
2022-01-04 14:33:05 +01:00
Sébastien Villemot
67d781f545
More copyright years update
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[skip ci]
2022-01-04 13:57:15 +01:00
Stéphane Adjemian (Ryûk)
e1a63fbf81
Fix bug introduced in 25231f66
.
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Set decompose equal to false if the expectation model is not a PAC.
2022-01-03 22:25:48 +01:00
Sébastien Villemot
ea42cf9ad3
Update copyright years
2022-01-03 18:11:31 +01:00
Sébastien Villemot
0c68e7336b
perfect_foresight_problem MEX: error out properly when called MATLAB function triggers an exception
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Closes : #1832
2022-01-03 18:11:31 +01:00
Stéphane Adjemian (Ryûk)
25231f6634
Account for PAC components in evaluate routine.
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The print_expectations routine was previously only considering the
aggregate expectation (for the target). Now it updates the
database (dseries) with each component of the PAC model. The growth
neutrality correction is included in the aggregate expectation but not
in the expectations of the components.
2022-01-03 17:28:57 +01:00
Sébastien Villemot
bdb21f9ad6
ver_less_than.m: add missing semicolons in unit tests
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[skip ci]
2022-01-03 16:09:26 +01:00
Sébastien Villemot
86b09bccf9
dseries update
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– load_m_file_data.m: pass structure instead of file
– removed utilities/misc/ordinal.m routine
2022-01-03 15:42:03 +01:00
Sébastien Villemot
1e5b7d4e04
Merge branch 'warning' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1986
2022-01-03 15:22:39 +01:00
Sébastien Villemot
93883aad57
Merge branch 'version_utilities' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1985
2022-01-03 15:22:18 +01:00
Sébastien Villemot
1ee13ebdb0
Merge remote-tracking branch 'origin/JohannesPfeifer-master-patch-04343'
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Ref. !1984
2022-01-03 15:21:24 +01:00
Stéphane Adjemian (Ryûk)
7ad508532d
Documentation of semi-structural models tools.
2022-01-02 21:00:28 +01:00
Johannes Pfeifer
8cf6fe0be4
perfect_foresight_setup.m: add line skip
2021-12-30 14:27:12 +01:00
Johannes Pfeifer
086e0895cb
initial_estimation_checks.m: fix warning display
2021-12-27 13:03:47 +01:00
Stéphane Adjemian (Charybdis)
1c953cca01
Moved CLI routines.
2021-12-21 16:22:30 +01:00
Stéphane Adjemian (Charybdis)
4b18aafa9b
Add CLI for evaluate_smoother.
2021-12-21 16:17:29 +01:00
Johannes Pfeifer
97b98d155e
Partially revert "Remove more utilities related to conversion of oo_ between Dynare versions"
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This partially reverts commit 26597bf093
.
2021-12-21 12:44:49 +01:00
Johannes Pfeifer
028635d6e8
CONTRIBUTING.md: Fix wrong statements about unit tests
2021-12-20 12:12:42 +00:00
Sébastien Villemot
84862b8a39
Merge branch 'borrcon' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1983
2021-12-20 12:08:57 +01:00
Sébastien Villemot
04ab1e5696
Merge branch 'steady_debug' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1982
2021-12-20 12:08:17 +01:00
Stéphane Adjemian (Ryûk)
d841fc7cc2
Do not run integration tests for NLS with Octave.
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Also moved some integration tests.
2021-12-19 17:20:15 +01:00
Stéphane Adjemian (Ryûk)
ba7a53b38b
Code factorization (NLS).
2021-12-19 17:14:25 +01:00
Johannes Pfeifer
b966e5eb7a
evaluate_steady_state.m: do not check auxiliary initial values if they haven't been set
2021-12-19 11:39:24 +01:00
Johannes Pfeifer
67cab849af
borrcon.mod: fix LaTeX symbol and header
2021-12-19 11:37:13 +01:00
Stéphane Adjemian (Ryûk)
60d8f44c4a
Fix estimation range.
2021-12-18 22:27:45 +01:00
Stéphane Adjemian (Ryûk)
2a796c8e34
Account for logged variables under diffs.
2021-12-18 19:58:55 +01:00
Stéphane Adjemian (Ryûk)
cc90bd4cf5
Fix typos in regular expressions.
2021-12-18 19:28:58 +01:00
Stéphane Adjemian (Ryûk)
c43777f610
Show how to hide simulated annealing algorithm iterations.
2021-12-17 20:55:46 +01:00
Stéphane Adjemian (Ryûk)
8fa8ee8235
Bug fix (wrong dimension for exogenous variables).
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Also removed the distinction between exogenous and endogenous variables when
replacing variables by columns in the data matrix.
2021-12-17 20:54:28 +01:00
Stéphane Adjemian (Ryûk)
4512000f0f
Display estimation results PAC/NLS.
2021-12-17 20:53:39 +01:00
Stéphane Adjemian (Ryûk)
24c817afa7
Add integration tests for NLS estimation.
2021-12-17 18:02:24 +01:00
Stéphane Adjemian (Ryûk)
8c8a2cf0fa
Add trap if SSR is not a real number.
2021-12-17 14:54:58 +01:00
Stéphane Adjemian (Ryûk)
1cf99b5227
Do not update the database if there is no aux. variables.
2021-12-17 14:21:10 +01:00
Stéphane Adjemian (Ryûk)
b297353b06
PAC decomposition between stationary and non-stationary components.
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The taget in PAC equation can be decomposed into an arbitrary number of components (variables
in the VAR auxiliary model).
TODO Iterative OLS estimation (which is not the preferred estimation routine).
TODO Decomposition in the routine evaluating the forecasts for each component.
2021-12-17 12:17:13 +01:00
Sébastien Villemot
4db2899868
estimated_params: fixes for new semantics
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The change implemented in 21a8a5794a
broke the
testsuite and was incomplete.
– new option “overwrite” to provide the old behaviour (used to fix the testsuite);
– when concatenating several “estimated_params” block, the preprocessor now
checks that paramateres are not declared twice across blocks.
2021-12-16 15:38:09 +01:00