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 |
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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 |
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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 |
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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 |
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Houtan Bastani
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c6d6a7b01b
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pooled_fgls: fix bug: variable potentially not initialized
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2018-02-22 14:34:43 +01:00 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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Houtan Bastani
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4bbfb35a6e
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sur: fix bug in printing
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2018-01-29 15:36:56 +01:00 |
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Houtan Bastani
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812dcae89d
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sur: fix bug in parameter indices
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2018-01-29 15:26:28 +01:00 |
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Houtan Bastani
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683c89de43
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SUR: add option to estimate certain parameters
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2018-01-25 15:45:26 +01:00 |
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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 |
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Houtan Bastani
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e333f8970d
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fix comments
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2018-01-19 14:41:28 +01:00 |
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Houtan Bastani
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c9b787f684
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pooled_sur_common: fix error messages
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2018-01-19 12:52:40 +01:00 |
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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 |
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Houtan Bastani
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c17f648b39
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pooled_ols: remove unnecessary call to dbstack
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2018-01-19 11:38:13 +01:00 |
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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 |
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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 |
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Houtan Bastani
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ad1d779559
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pooled_ols: only return argument if called from pooled_fgls
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2018-01-17 12:57:58 +01:00 |
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Houtan Bastani
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b0b75d1c2c
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pooled_ols: simplify calling structure
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2018-01-17 12:50:22 +01:00 |
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Houtan Bastani
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d392738412
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pooled_ols, pooled_fgls: add eqtags option
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2018-01-17 12:45:44 +01:00 |
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Houtan Bastani
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ead8e1011a
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sur, surgibbs: add possibility to select subset of equations
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2018-01-16 18:42:15 +01:00 |
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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 |
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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 |
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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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049be61ef5
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surgibbs: pass prior as argument, allow limiting the number of parameters estimated, check inputs, change variable name
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2018-01-11 14:15:10 +01:00 |
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Houtan
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c1de50bbc2
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surgibbs: draft change and test
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2018-01-05 17:13:46 +01:00 |
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Houtan
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27819954d0
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fix typo
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2018-01-05 15:13:58 +01:00 |
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Houtan
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09444882aa
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sur: bug fix, missing chol
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2017-12-18 09:01:09 -05:00 |
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Houtan
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875b1eec22
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sur: change output type for sur gibbs
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2017-12-18 08:35:04 -05:00 |
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Houtan
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981ec0089f
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pooled_sur_common: add comments
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2017-12-13 12:29:42 +01:00 |
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Houtan
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8ab317b302
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pooled_ols_common: fix corner case
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2017-12-13 12:07:48 +01:00 |
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Houtan
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cd7658541a
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sur: handle case of constrained parameter
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2017-12-12 13:07:25 +01:00 |
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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 |
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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 |
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Houtan
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adede1755e
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pooled_ols: remove unnecessary call to cellstr()
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2017-12-08 15:29:34 +01:00 |
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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 |
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Houtan Bastani
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3c62bd63cf
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pooled_ols: cover corner case
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2017-12-07 16:49:11 +01:00 |
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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 |
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Houtan Bastani
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99344e0bcf
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getStrMoveLeft: bug: missing ‘-‘ when present
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2017-12-07 11:56:19 +01:00 |
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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 |
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Houtan Bastani
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9744f2b85a
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fix bugs in getStrMoveRight, getStrMoveLeft
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2017-12-06 15:20:00 +01:00 |
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Houtan Bastani
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028416ad2f
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pooled_ols: return early if being called from pooled_fgls
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2017-11-21 16:06:37 +01:00 |
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Houtan Bastani
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8a0ff842cc
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pooled_fgls: remove useless test
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2017-11-21 15:43:44 +01:00 |
