4ac5ebbefc
add var AR test
2019-03-15 14:22:50 +01:00
dccabecee7
fix trend-component tests
2019-03-15 13:29:15 +01:00
d3db092c81
Added a cherry-pick routine.
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Extracts equations from a mod file and produce .inc files (equations, lists of
parameters, endogenous variables and exogenous variables) that can be included
in a mod file that will be used to simulate the model.
If an innovation has a tag `(used='estimationonly')` it will be excluded from
the generated files (ie list of shocks and equations).
2019-03-14 11:04:10 +01:00
52eed33c42
Fixed growth neutrality correction in presence of exogenous variables.
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Also fixes growth neutrality correction in models with non optimizing
agents (correction was not taking into account the value of the share of non
optimizing agents).
2019-03-11 11:54:53 +01:00
6997e0a4a6
Added the possibility to have exogenous variables in the optimal part of PAC.
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Works with iterative ols and nls.
2019-03-08 14:34:41 +01:00
ba416f12ad
makefile: use tabs instead of spaces
2019-03-08 11:16:26 +01:00
d7246b3489
ols-style routines: allow user to specify parameters to be estimated
2019-03-08 11:15:33 +01:00
6b4b2bb8b3
fix path to test
2019-03-07 18:06:53 +01:00
d4814c6b92
Removed pointer to missing file in Makefile.am.
2019-03-07 17:33:40 +01:00
c8393a6a45
Updated list of non versioned files in under tests subfolder.
2019-03-07 17:09:36 +01:00
dac08da6a4
Added the possibility to tag a varexo variable as an observed variable.
2019-03-07 15:31:34 +01:00
92b1c25b9f
fix typo
2019-03-07 10:47:02 +01:00
f3a10d0238
add test for estimating certain parameters in sur
2019-03-07 10:47:02 +01:00
40918f4316
Fixed condition in integration tests for ec.istarget.
2019-03-07 09:39:14 +01:00
9eb64a0b64
Updated preprocessor submodule.
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Fixes exogenous variables in PAC equation without non optimizing behaviour.
2019-03-06 15:39:00 +01:00
59ab4f4b34
update tests
2019-03-04 15:08:19 +01:00
cdadab34b4
Streamlined code in print_expectations and allow diff and unary op in growth option of pac_model.
2019-03-02 22:36:13 +01:00
d00b57541e
Allow exogenous variables in pac.estimation.iterative_ols routine.
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The parameters associated to these additional variables can be estimated or calibrated.
2019-03-01 23:32:47 +01:00
fd98e83d78
Adapted integration tests for 8e60ded.
2019-02-28 16:23:04 +01:00
f07b1e8028
Account for exogenous variables in PAC's RoT part.
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Fixes the iterative_ols estimation of PAC equation when the Rule of Thumbs (non
optimizing) part of the equations contains endogenous and/or exogenous variables.
2019-02-27 15:53:25 +01:00
379431b05b
Added integration test.
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Check that the content of pac.[pacmodel].equations.[eqtag].non_optimizing_behaviour.vars is correct.
2019-02-27 14:22:59 +01:00
043ecfc3b2
Revert "surgibbs: fix bug in param values output"
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This reverts commit d6c5618a74
2019-02-26 16:54:26 +01:00
d6c5618a74
surgibbs: fix bug in param values output
2019-02-26 15:42:51 +01:00
0c8867cbad
fix typo
2019-02-26 12:52:38 +01:00
445f88df55
Fixed PAC/MCE with non optimizing behaviour.
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Alse added integration tests for PAC/MCE.
2019-02-25 23:07:57 +01:00
1aa7f4a93f
Added PAC with Model Consistent Expectations.
2019-02-25 17:31:58 +01:00
030737b9c0
sur: fix input checks
2019-02-25 14:23:48 +01:00
0af3068569
Handle situations where a PAC model is used in more than one equation.
2019-02-22 17:58:24 +01:00
4943bf5fd1
Updated integration tests fro trend component models.
2019-02-21 12:52:12 +01:00
a7165e2c12
fix tests
2019-02-19 12:34:30 +01:00
eb52cc9953
preprocessor: submodule update
2019-02-14 17:41:07 +01:00
db8638ec97
pooled_fgls: use iterative method and fix bug in M_.Sigma_e
2019-02-13 15:57:06 +01:00
29c3a86c81
sur: move to iterative method
2019-02-13 15:57:06 +01:00
468d0f5ae5
Added integration test (IRFs of backward models).
2019-02-13 15:19:18 +01:00
beb7d42d74
Initialize IRFs with histval (second approach).
2019-02-13 15:19:18 +01:00
85e903ef90
tabs instead of spaces in Makefile.am
2019-01-30 16:29:21 +01:00
20256b5be9
test zero equations in SUR
2019-01-30 16:29:11 +01:00
74520e77bf
Allow for lags on endogenous variable in growth option of pac_model.
2019-01-28 11:25:30 +01:00
169ed2a655
reorder tests, slowest first
2019-01-22 17:13:03 +01:00
407ac26f5b
separate test call for ols style mod files
2019-01-22 15:55:15 +01:00
0399e3c777
modify test to handle AR(1) with no parameter
2019-01-17 18:57:41 +01:00
8574e94bdb
change test to fix de_ehic_de_ehic_L1 at 1
2019-01-17 18:06:17 +01:00
9b06086ea7
Added rules for running tests in ecb and estimation/univariate subfolders.
2019-01-16 16:05:05 +01:00
df713e907b
add tests to makefile
2019-01-16 14:52:01 +01:00
4804e729e8
makefile: fix spacing
2019-01-16 12:54:30 +01:00
4d95484e60
Changed optimization algorithm.
2018-12-19 16:10:08 +01:00
23e37e45c4
Cosmetic change.
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create a namespace for each {VAR/PAC} expectation model.
2018-12-19 11:43:26 +01:00
351da3b865
Do not update a dseries object, but instantiate a new object.
2018-12-19 10:53:09 +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
Houtan Bastani
Stéphane Adjemian (Charybdis)
Stéphane Adjemia (Scylla)