Dóra Kocsis
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665cd764b8
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Return YhatOrig and Yobs in dyn_ols, olsgibbs, sur, surgibbs.
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2019-12-10 15:44:14 +01:00 |
Houtan Bastani
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5c9476fb57
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return YhatOrig in dyn_ols and olsgibbs as the non-transformed Yhat
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2019-12-06 10:01:28 +01:00 |
Stéphane Adjemian (Charybdis)
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13cadd8e02
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Do not use concatenation for populating database with fitted values.
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2019-11-19 12:08:09 +01:00 |
Houtan Bastani
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d242ed88a2
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dyn_ols: add date range option
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2019-03-26 15:04:16 +01:00 |
Houtan Bastani
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d7246b3489
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ols-style routines: allow user to specify parameters to be estimated
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2019-03-08 11:15:33 +01:00 |
Houtan Bastani
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01c5d2a90c
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add model_name option to ols-style routines
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2019-03-04 11:15:51 +01:00 |
Houtan Bastani
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0cd18c3841
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create include files for estimated parameters
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2019-02-26 15:42:51 +01:00 |
Houtan Bastani
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73ea0c2fe3
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fix typo in comment
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2019-01-24 12:42:08 +01:00 |
Houtan Bastani
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d1afd56134
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small fixes (comments, argument checks)
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2019-01-22 16:11:03 +01:00 |
Houtan Bastani
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e1b01d9225
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common parsing: jsonmodel not necessary as tag info is in AST
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2019-01-22 16:10:42 +01:00 |
Houtan Bastani
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bb9418a473
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dyn_ols: only one output from function, remove varargout
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2019-01-16 14:53:21 +01:00 |
Houtan Bastani
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d8f26525b0
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olsgibbs: fix up and use common parsing functions
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2019-01-16 14:53:19 +01:00 |
Houtan Bastani
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a477075825
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ols: further simplifications
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2019-01-16 14:53:19 +01:00 |
Houtan Bastani
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a35fd291c5
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ols: move json file parsing to a separate file
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2019-01-16 14:53:19 +01:00 |
Houtan Bastani
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013124eedf
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ols: move parsing to a helper function
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2019-01-16 14:53:18 +01:00 |
Houtan Bastani
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093dd493d8
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ols: catch unexpected case
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2019-01-16 14:53:18 +01:00 |
Houtan Bastani
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44e5a88ddd
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dyn_ols: use AST instead of regex to parse equations
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2018-12-07 19:54:32 +01:00 |
Stéphane Adjemian (Charybdis)
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82187f9d41
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Fixed olsgibbs routine.
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2018-10-06 16:08:28 +02:00 |
Houtan Bastani
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ee2ad1ee15
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olsgibbs: linear regression with Gibbs sampler
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2018-10-04 17:12:47 +02:00 |
Houtan Bastani
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62301fa1e9
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dyn_ols: fix typo
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2018-09-14 15:09:31 +02:00 |
Stéphane Adjemian(Charybdis)
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c5ebb2ca30
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Adapted codes to the json files new location.
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2018-07-10 20:15:53 +02:00 |
Houtan Bastani
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c92cb398a6
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dyn_ols: add parameter indices to oo_
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2018-03-09 13:22:43 +01:00 |
Houtan Bastani
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dbf84bc93c
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dyn_ols, pooled_sur_common: fix bug in regular expression
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2018-02-23 12:43:32 +01:00 |
Houtan Bastani
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3b13a8ad48
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Merge branch 'preprocessor_diff' into ecb-master
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2018-02-22 12:53:03 +01:00 |
Houtan Bastani
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827b8e984c
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dyn_ols: fix bug in adjusted R2
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2018-02-20 15:24:00 +01:00 |
Houtan Bastani
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b70c8e13b9
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dyn_ols: fix bug in Y when rhs variables were subtracted from lhs
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2018-02-20 14:33:56 +01:00 |
Houtan Bastani
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afecd9bebb
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small improvement to dyn_ols, pooled_sur_common: return summed rhs to subtract from lhs
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2018-02-20 10:29:34 +01:00 |
Houtan Bastani
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32cc4e069b
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preprocessor: pac: change functionality of diff operator
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2018-01-30 11:13:40 +01:00 |
Houtan Bastani
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42417d992d
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dyn_ols: fix bug in field check
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2018-01-30 10:30:50 +01:00 |
Houtan Bastani
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01d416da45
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dyn_ols: fix bug in correction of fitted values
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2018-01-29 16:26:46 +01:00 |
Houtan Bastani
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21fe74d8e3
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dyn_ols: fix bug in sample range
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2018-01-24 17:27:29 +01:00 |
Houtan Bastani
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c42311de12
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simplify getEquationsByTags
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2018-01-19 12:51:51 +01:00 |
Houtan Bastani
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34cf18a96a
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dyn_ols: fix bug in assignment to M_.params
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2018-01-18 17:22:23 +01:00 |
Houtan Bastani
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7e4f5abfa5
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dyn_ols: modify dictionary to take eqtags as first argument and allow for transformations on fitted values
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2018-01-17 17:19:35 +01:00 |
Houtan Bastani
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d5ace05281
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dyn_ols: take care of trailing underscore when LHS var ends with )
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2018-01-16 16:33:15 +01:00 |
Houtan Bastani
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f01210085f
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dyn_ols: control the number of input arguments
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2018-01-16 16:13:38 +01:00 |
Houtan Bastani
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aceeef876b
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ols: modify ols-style estimation routines to account for change in 7be8f10e0e
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2018-01-12 11:45:50 +01:00 |
Houtan
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792d452938
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sur: update with changes recently made to pooled_ols
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2017-12-12 12:37:45 +01:00 |
Houtan
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c82fc11f8b
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dyn_ols/pooled_ols: check residuals
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2017-12-11 14:35:55 +01:00 |
Houtan Bastani
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8541579d48
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pooled_ols: support endogenous without parameters on RHS
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2017-12-08 14:53:39 +01:00 |
Houtan Bastani
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edc38fea3f
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dyn_ols: reference tag name in printing if available
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2017-12-07 14:41:22 +01:00 |
Houtan Bastani
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c28c4d3cd6
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dyn_ols: take care of corner case where parameter is between two endogenous variables
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2017-12-07 10:27:04 +01:00 |
Houtan Bastani
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93ba186389
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dyn_ols: read sample range from equation tag
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2017-11-20 16:13:39 +01:00 |
Houtan Bastani
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494159e4d4
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dyn_ols: clean up calling structure
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2017-11-20 15:27:37 +01:00 |
Houtan Bastani
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4bf73f3b05
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dyn_ols: add noprint option
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2017-11-17 15:53:46 +01:00 |
Stéphane Adjemian(Charybdis)
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a7b3e17eb5
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Updated dseries submodule (fixes horzcat behaviour) and reverted b1499906e5 .
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2017-11-14 14:55:21 +01:00 |
Houtan Bastani
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a9ab50c5f9
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dyn_ols: rename minus as minusstr, avoiding realignment of matlab function minus()
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2017-11-13 17:12:12 +01:00 |
Houtan Bastani
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b1499906e5
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dyn_ols: workaround for bug in dseries
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2017-11-13 16:58:24 +01:00 |
Houtan Bastani
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8a5e95b0bb
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dyn_ols: add estimation range to output
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2017-11-13 16:50:55 +01:00 |
Houtan Bastani
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f5bef07232
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dyn_ols: add dictionary option for renaming fitted values, save fitted values in dseries, return dseries
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2017-11-13 16:46:46 +01:00 |