Stéphane Adjemian (Charybdis)
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis)
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
Johannes Pfeifer
2a791e51df
Filter out stale or inconsistent number of observations.
2014-03-11 12:11:47 +01:00
Sébastien Villemot
edbf3bd175
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
Sébastien Villemot
0c72764932
Added missing comma
2011-09-09 17:24:03 +02:00
Sébastien Villemot
ff7792a728
The variance prior for BVAR "à la Sims" with only one lag is inconsistent; the
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solution implemented consists of adding one extra observation in the presample
used to compute the prior; as a consequence, the numerical results for all
estimations will be slightly different in future releases (thanks to Marek
Jarociński for spotting this)
2011-09-08 18:09:21 +02:00
Houtan Bastani
43479f6ef3
use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time)
2011-02-10 15:54:23 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
sebastien
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
sebastien
0c23ac2b06
v4 matlab:
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* fixed various copyright headers
* added URL pointer to C. Sims' original files
* removed obsolete dgamma.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2018 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 15:18:05 +00:00
sebastien
dbe05bd9c8
v4 matlab: added copyright notice to C. Sims' files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1976 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 13:28:14 +00:00
sebastien
db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
assia
df1679494c
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1616 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-17 16:25:06 +00:00
adjemian
0c3d36eb11
Bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1397 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 13:10:50 +00:00
sebastien
3bc0201f59
v4 bvar_toolbox.m: fixed bug and documentation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1395 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 11:48:20 +00:00
adjemian
7b7339cad4
Other cosmetic changes...
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1392 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 16:50:36 +00:00
adjemian
6ea51663a6
Enable estimation of bvar models without constant, prefiltering and log transformation of the dataset.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1390 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 16:15:49 +00:00
sebastien
185ebc09bd
v4 bvar_toolbox.m: fixed bug in Sims' code related to omega (prior option)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1373 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-17 14:00:22 +00:00
sebastien
b241abc87e
v4 bvar_*: minor changes in comments
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1372 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-17 13:43:44 +00:00
sebastien
86360d9eb4
v4: added BVAR code for computing marginal density and forecasting
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1331 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-25 22:42:30 +00:00