michel
d5a1a025d9
redo code for recursive estimation
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corrected bugs with option prefilter, bayestopt_.mean_varobs is now a column vector
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2369 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 21:34:15 +00:00
stepan
3f36ec5b07
v4.1:
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+ Added option mode_compute=7 for fminsearch (the matlab optimization
toolbox is needed) a simplex based (gradient free) optimization
routine.
+ Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2365 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 16:42:34 +00:00
sebastien
2495aca72a
trunk:
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* updated copyright headers of all files modified since January 1st: the copyright notice now encompasses 2009
* fixed various other copyright header issues
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2364 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 14:39:24 +00:00
michel
1aac4e7e0a
fixing update issues for mode_compute=5,6
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2350 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-02 08:36:45 +00:00
kamenik
4d9b1869c2
Added empty initialization for the case if estim_params_ is empty.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2297 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-07 09:58:16 +00:00
michel
eba6164cae
fixing bugs around missing observations and starting to add smoother with missing observations
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2274 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-25 17:31:37 +00:00
michel
ae0c71bfd9
correcting bugs in Kalman Smoother
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2198 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-26 20:10:58 +00:00
adjemian
dcc37a681a
v4.1: Correction of the previous commit.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2192 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 15:38:34 +00:00
adjemian
b1e1ab4853
v4.1: Bug correction related to Laplace approximation of the data marginal density.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2191 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 15:12:35 +00:00
adjemian
ccf0c4b9f9
v4.1: Factorization of missing data related part of dynare_estimation.m.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2169 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 12:51:06 +00:00
adjemian
09a808bd4f
v4.1: Changed calls to optimization routines.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2159 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 15:42:29 +00:00
adjemian
b820667698
v4.1: Changes related to kalman filter with missing observations.
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* Adapted mode_check.m and hessian.m
* Removed global from hessian.m
* Changed call to metropolis
* Changed the test deciding between KF and KF with missing observations in DsgeLikelihood
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2157 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 14:24:35 +00:00
adjemian
09e32240bd
v4.1 Changes related to the kalman filter (for evaluation of the likelihood) with missing observations.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2155 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 13:40:40 +00:00
adjemian
f51ba0bd93
v4.1: Removed globals. Removed call to generalized Cholesky. Added handling of datasets with missing observations (NaN), not yet ready. Changed the covariance matrix of the jumping distribution when the posterior mode is not computed (or used). Changed call to dynare_estimation. Removed pindx in dynare_estimation. + Cosmetic changes.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2135 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-04 21:22:08 +00:00
michel
7a93a8cda8
correcting r2131 for saving additional variables in oo_
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2133 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-03 09:09:22 +00:00
michel
57240cf01e
modified computation of log(det(invhess)) to solve cases in large models where det(invhess) is smaller than machine precision
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2132 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-03 08:43:28 +00:00
michel
f4e7a003eb
corrected bug related to saving oo_.FilteredVariablesKStepAheadVariances and oo_.FilteredVariablesShockDecomposition
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2131 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-02 14:36:12 +00:00
sebastien
1d4f437499
trunk: merged 2106 changeset from 4.0 branch (typo in dynare_estimation.m)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2109 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-24 20:00:07 +00:00
sebastien
0ee09b5b07
v4.1: merged r2044, 2045 and 2046 changesets from 4.0 branch
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2047 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-05 16:48:39 +00:00
sebastien
fa0a9f2784
v4.1: merged r2042 from 4.0 branch
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2043 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-05 15:03:03 +00:00
michel
7785819203
- updated dynare_m.exe (for old changes, unrelated to current modifications)
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- added missing smoother function (DiffuseKalmanSmootherH3corr_Z.m is still missing)
- added computation of updated variable in smoother functions
- used same names for variables computed by smoother when results are only for posterior mode or for all posterior distribution
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2032 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-04 01:25:02 +00:00
adjemian
2845115b5f
+ Removed global variables.
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+ Added try and catch to handle cases where oo_ is broken and (mh_replic==0 & load_mh_file==1).
+ Added computation of posterior moments for endogenous variables (triggered by moments_varendo option). First order moments are still missing.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2028 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-03 16:05:35 +00:00
adjemian
a646281137
If var_list_ is empty the user is asked to confirm that he wants to obtain posterior statistics for all the endogenous variables of the model. The user can then choose between:
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[1] var_list_ is the set of all the endogenous variables,
[2] var_list_ is the set of all observed variables,
[3] Stop Dynare and edit the mod file (to add a list of variables after the estimation command).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2020 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 15:52:55 +00:00
adjemian
a9be2e5f13
Added Independent Metropolis Hastings and multivariate student as an alternative to multivariate normal for the proposal distribution. The default posterior sampling algorithm is random walk metropolis with a gaussian proposal distribution.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2009 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:38:07 +00:00
michel
842fc6631b
fixing bug for ML estimation when no priors are available
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1999 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 19:59:08 +00:00
sebastien
9f5beff89e
v4 matlab: fixed remaining copyright headers (those files which are in the CR+LF endline convention)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1975 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 13:08:13 +00:00
michel
c9cf49e30b
options_.nk default is now set to 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1963 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-26 14:15:21 +00:00
michel
6ff7605f58
added missing semicolon
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1960 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-21 20:20:53 +00:00
adjemian
27886047cf
* Changed numgrad.m. If fcn(x+h) is not well defined (for instance cost_flag=0 because of BK conditions) we compute the gradient using (fcn(x)-fcn(x-h))/h instead of the original formula (fcn(x+h)-fcn(x))/h.
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* Added function numgrad3.m. This new function uses a three point formula to compute the gradient. By default Dynare uses the two point formula. By setting options_.gradient_method=3 Dynare switches to the three point formula. Note that an input argument has been added to csminwel.
* Added automatic detection of needed constant in dsge-var model (may be problematic is some cases)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1935 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 12:58:13 +00:00
michel
2c8a9d2f60
cleaning diffuse algorithms
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1922 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:48:14 +00:00
michel
a148c0a3f1
undoing changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1919 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:38:44 +00:00
michel
36f264a1ca
put back DsgeLikelihood_hh.m that is used by option 5 of the optimizer
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1918 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 11:15:19 +00:00
michel
d0b87d6c32
corrections to optimal policy code required by making M_, options_, oo_ and it_ local
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1914 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 07:42:50 +00:00
sebastien
e08cad8265
v4: merged Octave branch into trunk
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
sebastien
67d98a4a7b
v4 matlab: removed useless asamin.m and added an error message for mode_compute=2
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1893 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-23 10:58:32 +00:00
adjemian
8ba344b786
Cosmetic change in var_sample_moments + Removed one global.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1880 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-17 21:44:00 +00:00
michel
dfc1f3c90f
dynare_v4: exploitation of posterior distribution (unfinished)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1877 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 10:38:36 +00:00
ratto
7c807afd65
filled SmoothedShocks field when
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mode_compute=0 and and mode_file=0;
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1867 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 10:10:50 +00:00
sebastien
b45d5ac3e0
v4 dynare_estimation.m: fixed bug in saving pindx
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1864 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 16:01:49 +00:00
sebastien
e4be1577cc
v4 dynare_estimation.m: added missing semicolon
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1862 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-09 09:57:05 +00:00
ratto
442a212d28
Added empty case for filter_step_ahead;
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Fixed bug with bounds, when prior bounds are outside from lb and ub specified manually by the user;
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1801 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-14 10:17:31 +00:00
michel
b67c5f596a
v4 : dynare_estimation.m: corrected bug with load_mh_file
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simplified calls to random_walk_metropolis_hastings()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1755 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-30 08:33:59 +00:00
adjemian
8917d41046
Added multivariate student as a proposal distribution for the metropolis hastings.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1743 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-13 08:27:55 +00:00
michel
01f71a285a
v4 dynare_estimation.m: corrected spelling bug with TeXNAMES
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1739 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-10 08:16:01 +00:00
adjemian
f489bc62d0
Correction of a bug related to the stochastic optimization routine (mode_compute=6).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1722 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-29 14:02:43 +00:00
michel
a430b447d1
v4 dynare_estimation.m: corrected bugs when np == 0
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1721 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-27 09:15:30 +00:00
michel
7073ee2ee1
v4 dynare_estimation.m: foecast are prepared only when kalman_algo > 4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1716 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-20 13:13:36 +00:00
michel
bcf9da214e
v4: added forecast out of posterior mode (or maximum likelihood, non-tested)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1710 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-17 14:58:34 +00:00
michel
c7dc3ca3bc
v4 bug corrections in dealing with measurement errors
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1708 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-16 17:02:39 +00:00
michel
806c29cc4a
v4: made dynare_estimation safe for computing Smoother of a calibrated model (temporary)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1702 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-09 17:27:26 +00:00
michel
6057511c9e
v4 dynare_esitmation.m: doesn't store lagged values of smoothed and filtered variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1694 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-05 15:27:57 +00:00
michel
2f3767d317
v4: more changes related to new filter
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more variables returned by the smoother saved in oo_
DiffuseKalmanSmoother1_Z.m isn't finished yet
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1689 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-04 17:52:16 +00:00
michel
cd1918ca89
v4 dynare_estimation.m: bug correction for models with nonstationary variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1646 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-26 08:22:30 +00:00
assia
8ac397daa2
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1548 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-10 14:36:09 +00:00
adjemian
c14493361b
Added estimation of bvar-dsge models with constant.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1441 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-14 17:42:18 +00:00
michel
a82c653ab2
v4 matlab: removed empty () for compatibility with older version of Matlab
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1439 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-09 10:22:08 +00:00
adjemian
a53e4db7ab
Correction of a bug in the estimation of smoothed variables (occasionaly systematic error in the level).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1391 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 16:22:16 +00:00
adjemian
daef6d60b6
Correction of a bug related to BVAR-DSGE. After the estimation of the DSGE posterior mode, dynare was computing the hessian matrix associated to the BVAR-DSGE...
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1369 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-13 14:55:21 +00:00
adjemian
269329cac2
Corrections for bvar-dsge estimation and irfs.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1341 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-06 08:43:25 +00:00
adjemian
254a2df272
Correction of a bug in bvar-dsge estimation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1338 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-05 12:32:28 +00:00
adjemian
d1820cd778
Correction of a bug related to mode_compute=6 (displayed progress information was wrong).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1328 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-22 14:35:56 +00:00
michel
fd8ebccfbc
v4 dynare_estimation: added call to PosteriorMomentsVarendo (not yet completed)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1320 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-17 13:01:02 +00:00
adjemian
0fa73bb1f3
Set the parameters to the posterior mean after a metropolis.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1317 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-16 08:52:53 +00:00
michel
708f2b992b
v4 dynare_estimation.m: parameters must be set before computing the steady state
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1290 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 09:21:15 +00:00
adjemian
fc4e25adec
M_ is saved with oo_ in _results.mat
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1286 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:58:55 +00:00
ratto
a57ca32ce8
Enabled PosteriorSmoother.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1250 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-16 15:47:28 +00:00
michel
4e1122f014
v4: merge changes to dynare_estimation.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1183 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 12:48:41 +00:00
adjemian
0448da2649
Bug fixes (BVAR-DSGE)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1181 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-09 16:30:47 +00:00
adjemian
44093cbbb9
BVAR-DSGE with constant (not yet ready)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1167 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-26 14:50:30 +00:00
adjemian
ee75bf6a58
load oo_ from _results.mat if mh_replic = 0 and load_mh_file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1165 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-26 08:58:07 +00:00
adjemian
863680fb4d
yet another bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1164 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-24 13:29:14 +00:00
adjemian
ee4ced27b0
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1163 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 18:58:37 +00:00
adjemian
eed9b1b335
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1162 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 18:11:34 +00:00
adjemian
a5b243b32c
Bug correction related to the case where mh_replic=0 and load_mh_file=1 (oo_ is saved after marginal_density.m and GetPosteriorParametersStatistcs.m)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1160 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:32:36 +00:00
adjemian
8de9d8b5cb
initialization of options_ in global_initialization.m.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1159 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:22:29 +00:00
adjemian
c5b8c596f2
do not compute the marginal density (harmonic mean estimator) when mh_replic = 0 and load_mh_file = 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1156 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:33:59 +00:00
adjemian
47ae595059
Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF.
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Added : Posterior IRFs for BVAR-DSGE, conditional forecasts
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1119 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-15 11:37:24 +00:00
michel
9337cdef34
v4 dynare_estimation.m: corrected bug in bayestopt_.restrict_var_list_nonstationary
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1114 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-01 20:46:51 +00:00
adjemian
5b2053c347
improvements to the stochastic posterior mode optimization routine (mode_compute = 6)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1091 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-21 12:52:32 +00:00
michel
2c5668e9bc
v4 dynare_estimation: remaining bug with options_.forecast
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1076 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-15 15:23:19 +00:00
michel
97c4ec9643
v4: making options_ group for forecasting
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1061 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-11 16:00:05 +00:00
michel
73fef22aab
v4 dynare_estimation.m: forces order = 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1041 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-05 13:44:44 +00:00
adjemian
897a084881
New functions. posterior draws used after the metropolis (forecasts, irfs, moments) are built and saved just after the call to metropolis.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@964 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-10 19:37:26 +00:00
ratto
d98d723d2c
fixed bug in forecast call
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@934 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-28 07:31:43 +00:00
michel
f49e236a7d
v4: another correction for restricted states with multiple lags
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@933 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-27 19:49:03 +00:00
michel
79a93c9adb
v4: corrected bug around restricted steadystate
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@932 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-26 12:13:38 +00:00
michel
4691f6d1c6
v4: restricted state debugging
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@921 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-18 19:36:10 +00:00
michel
cb9fb1b353
v4: changes around restricted state space representation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@918 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-17 15:23:45 +00:00
adjemian
66722531f8
Added the steady state provided by the _steadystate file is checked in steady_
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@914 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-15 14:16:34 +00:00
adjemian
9e266024f8
Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@911 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-13 12:39:23 +00:00
michel
e2882021d4
v4: various updates to Matlab code
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@871 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-24 13:07:26 +00:00
michel
9ca72bce64
v3+v4 dynare_estimation.m: allow for computation of posterior and nothing else
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@867 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-10 13:44:54 +00:00
adjemian
6c9f5e4b66
Corrections related to the use of options posterior_mode_estimation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@844 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-28 10:00:31 +00:00
adjemian
455493c132
Added, option logdata (=1 if data provided to dynare are in log, default is 0)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@833 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-25 13:08:43 +00:00
adjemian
ae9416c6a5
Removed rawdata = log(rawdata) if option_.loglinear = 1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@823 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-18 12:28:12 +00:00
adjemian
6eac49b1d7
Correction of bugs related to the _steadystate file.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@822 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-17 08:47:30 +00:00
adjemian
70d622c027
Changed call to metropolis.m.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@816 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-05 14:06:45 +00:00
adjemian
0fd478dd6f
Small changes in gmhmaxlik.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@814 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-05 12:42:01 +00:00
adjemian
07d09ed858
Correction of bugs related to the steady state computation for estimation. Added a new optimization routine (mode_compute = 6).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@806 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-28 17:35:05 +00:00
michel
e424c799ce
adding dynare_v4/matlab/doc with m2html documentation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@805 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-27 19:46:58 +00:00