Houtan Bastani
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72081e640e
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pooled_ols: fix dates
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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efe0a15e0e
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comment out code
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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9ed97b88c1
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account for potentially differing number of observations per equation when creating SUR matrices
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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a7181a8151
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fix common parsing function to impose same dates per equation
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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3427d93c09
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add comment to function
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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5d80fc903b
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pooled_ols: fix up and use common parsing
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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1e41235b6b
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common parsing: small fixes
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2019-01-16 14:53:19 +01:00 |
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Houtan Bastani
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934a22c3a7
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sur: small fixes
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2019-01-16 14:53:19 +01:00 |
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Houtan Bastani
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f8c0282b01
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sur: fix up and use common code to create matrices
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2019-01-16 14:53:19 +01:00 |
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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 |
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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 |
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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 |
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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 |
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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 |
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Houtan Bastani
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7d35cb5c5a
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fix typo
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2019-01-14 15:02:32 +01:00 |
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Houtan Bastani
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e8333421e7
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remove unnecessary file
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2019-01-10 10:44:19 +01:00 |
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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 |
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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 |
|
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 |
|
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 |
|
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
|
SUR: add option to estimate certain parameters
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2018-01-25 15:45:26 +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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e333f8970d
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fix comments
|
2018-01-19 14:41:28 +01:00 |
|
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 |
|
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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c17f648b39
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pooled_ols: remove unnecessary call to dbstack
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2018-01-19 11:38:13 +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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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 |
|
Houtan Bastani
|
b0b75d1c2c
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pooled_ols: simplify calling structure
|
2018-01-17 12:50:22 +01:00 |
|
Houtan Bastani
|
d392738412
|
pooled_ols, pooled_fgls: add eqtags option
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2018-01-17 12:45:44 +01:00 |
|
Houtan Bastani
|
ead8e1011a
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sur, surgibbs: add possibility to select subset of equations
|
2018-01-16 18:42:15 +01:00 |
|
Houtan Bastani
|
d5ace05281
|
dyn_ols: take care of trailing underscore when LHS var ends with )
|
2018-01-16 16:33:15 +01:00 |
|
Houtan Bastani
|
f01210085f
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dyn_ols: control the number of input arguments
|
2018-01-16 16:13:38 +01:00 |
|
Houtan Bastani
|
aceeef876b
|
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 |
|
Houtan
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c1de50bbc2
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surgibbs: draft change and test
|
2018-01-05 17:13:46 +01:00 |
