Johannes Pfeifer
c156a5907c
BVAR: Save prior and posterior information in oo_
2016-08-01 10:41:04 +02:00
Houtan Bastani
939ac02bad
fix copyright dates
2016-03-15 12:45:57 +01:00
Johannes Pfeifer
6b31363d10
Save marginal data density from BVAR in oo_
...
Closes #1090
2016-03-15 11:49:25 +01:00
Sébastien Villemot
c031b463ff
Use my @dynare.org address
2012-10-01 16:41:18 +02:00
Sébastien Villemot
a1204b579a
bvar_forecast does not provide in-sample forecasting capabilities
2012-08-10 15:18:46 +02:00
Sébastien Villemot
6dd8e9201b
Cosmetic changes to the documentation of BVAR "à la Sims"
2011-09-08 18:09:37 +02:00
Sébastien Villemot
ff7792a728
The variance prior for BVAR "à la Sims" with only one lag is inconsistent; the
...
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
sebastien
4d50db71dd
Fix example test file: it fails with Netlib BLAS (but succeeds with ATLAS), because of a near-singularity
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3355 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 17:39:30 +00:00
sebastien
fbff270180
* Added BVAR a la sims examples in Octave testsuite
...
* Switched BVAR example data to M-file instead of XLS
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2801 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-01 13:23:28 +00:00
sebastien
94433146d5
trunk: upgraded to GFDL 1.3 for all documentation
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2321 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-18 13:39:46 +00:00
adjemian
4da95da54c
v4.1: Posterior forecasts plots of bvar à la Sims report the median instead of the mean (because the median is less affected by the posterior draws such that the eigenvalues of the companion matrix are outside the unit circle).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2057 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-10 15:40:31 +00:00
sebastien
ada0a05f49
v4 doc:
...
* updates to the manual: added an empty entry for every new command, removed old commands
* fixed a typo in bvar_a_la_sims.tex
* added a warning in the Makefile about package docbook-xsl
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1957 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-16 10:47:39 +00:00
sebastien
81fae5c1a3
v4 bvar: changed nane of datafile for BVAR example (test.xls was too common a name)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1817 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 08:29:50 +00:00
sebastien
ddc81ce534
v4 bvar_forecast: added storage of results in oo_
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1482 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 14:27:37 +00:00
sebastien
3e6e5fcd28
v4 doc: updated documentation of BVAR commands
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1396 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 11:48:57 +00:00
sebastien
1a16b2c75c
v4 doc: added documentation for BVAR
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1375 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-17 18:27:49 +00:00