792d452938
sur: update with changes recently made to pooled_ols
2017-12-12 12:37:45 +01:00
c82fc11f8b
dyn_ols/pooled_ols: check residuals
2017-12-11 14:35:55 +01:00
698192ab81
fix solow_irf to work with current state of backward_model_irf
2017-12-11 13:44:26 +01:00
adede1755e
pooled_ols: remove unnecessary call to cellstr()
2017-12-08 15:29:34 +01:00
58536c53b3
fix bug in test introduced in 8541579d48
2017-12-08 15:09:37 +01:00
8541579d48
pooled_ols: support endogenous without parameters on RHS
2017-12-08 14:53:39 +01:00
3c62bd63cf
pooled_ols: cover corner case
2017-12-07 16:49:11 +01:00
aa058bdcbc
getEquationsByTags: handle case when tags are passed that are not found
2017-12-07 15:02:49 +01:00
edc38fea3f
dyn_ols: reference tag name in printing if available
2017-12-07 14:41:22 +01:00
99344e0bcf
getStrMoveLeft: bug: missing ‘-‘ when present
2017-12-07 11:56:19 +01:00
c28c4d3cd6
dyn_ols: take care of corner case where parameter is between two endogenous variables
2017-12-07 10:27:04 +01:00
9744f2b85a
fix bugs in getStrMoveRight, getStrMoveLeft
2017-12-06 15:20:00 +01:00
5537c26292
Fixed parenthesis in regular expression.
2017-11-23 15:30:53 +01:00
028416ad2f
pooled_ols: return early if being called from pooled_fgls
2017-11-21 16:06:37 +01:00
8a0ff842cc
pooled_fgls: remove useless test
2017-11-21 15:43:44 +01:00
93ba186389
dyn_ols: read sample range from equation tag
2017-11-20 16:13:39 +01:00
494159e4d4
dyn_ols: clean up calling structure
2017-11-20 15:27:37 +01:00
3721e7c47e
sur: return varargout outputs to work with surgibbs.m
2017-11-20 14:45:12 +01:00
9f7d3383e2
pooled_ols: support observed exogenous variables
2017-11-20 12:51:45 +01:00
4bf73f3b05
dyn_ols: add noprint option
2017-11-17 15:53:46 +01:00
832558cbbe
pooled_fgls: clean up comment
2017-11-17 15:50:25 +01:00
3cd4e732d3
SUR with test
2017-11-17 15:50:22 +01:00
0301029a17
pooled_fgls: make calculation of Sigma_e more efficient
2017-11-17 12:31:55 +01:00
80feaeae25
pooled_fgls: fix typo in saved covariance matrix name
2017-11-17 12:31:55 +01:00
0c17d52adc
pooled_fgls: fix bug in Sigma_e
2017-11-17 12:31:55 +01:00
bf0596215c
pooled_ols: simplify code
2017-11-17 12:31:55 +01:00
71b187e0a2
pooled_ols: fix typo
2017-11-17 12:31:55 +01:00
af4d0bc9f5
Make backward model IRF routine also return the impulses.
...
- In the second output argument (a dseries object) where we store the baseline
scenario for the endogenous variables we add the baseline for the exogenous
variables).
- In the third output argument (a structure of dseries objects, one field per
shock scenario), we also store the impulses considered for generating the
IRFs.
(cherry picked from commit 6e527b467d
2017-11-16 18:01:38 +01:00
33937cb604
add test for pooled_ols
2017-11-16 17:23:10 +01:00
96d716343d
add pooled_fgls (with test)
2017-11-16 17:23:07 +01:00
9f94bcf825
Fixed bug (lags on exogenous variables greater than one).
2017-11-15 17:28:07 +01:00
1202208339
Added missing semicolons.
2017-11-15 17:27:23 +01:00
4f475fda5c
Cosmetric changes.
...
- Use function handles where possible.
- Removed debugging display of the first output argument.
2017-11-15 15:49:52 +01:00
b274fd4716
Fixed test on M_.Sigma_e (backward model irf routine).
...
(cherry picked from commit dc670e0199
2017-11-15 15:04:46 +01:00
1ef479f8c4
pooled_ols: fix typo
2017-11-14 15:52:09 +01:00
a7b3e17eb5
Updated dseries submodule (fixes horzcat behaviour) and reverted b1499906e5.
2017-11-14 14:55:21 +01:00
a9ab50c5f9
dyn_ols: rename minus as minusstr, avoiding realignment of matlab function minus()
2017-11-13 17:12:12 +01:00
b1499906e5
dyn_ols: workaround for bug in dseries
2017-11-13 16:58:24 +01:00
8a5e95b0bb
dyn_ols: add estimation range to output
2017-11-13 16:50:55 +01:00
f5bef07232
dyn_ols: add dictionary option for renaming fitted values, save fitted values in dseries, return dseries
2017-11-13 16:46:46 +01:00
cd85a58d73
dyn_ols: error if was not able to evaluate an endogenous variable
2017-11-13 16:46:46 +01:00
1d22d497c6
dyn_ols: simplify logic for determining constant constraints
2017-11-13 12:37:01 +01:00
1fce2a3a99
pooled_ols: simplify list of trimmed variable names
2017-11-10 16:42:36 +01:00
1ab83e8cdf
dyn_ols: more specific matches
2017-11-10 15:02:50 +01:00
ad6274a04f
dyn_ols: fix bug in matching sole variable on RHS
2017-11-10 15:01:40 +01:00
218be82326
plot_contributions: fix typo
2017-11-10 10:37:16 +01:00
edf89bf1d7
backward_model_irf: fix typo
2017-11-10 10:35:12 +01:00
2fda4fa76c
dyn_ols: fix typo
2017-11-09 16:48:30 +01:00
d4574f6c0e
dyn_ols: fix bugs
2017-11-09 16:27:54 +01:00
f0b2fd3d34
dyn_ols: use vobs instead of length
2017-11-09 16:25:52 +01:00
Houtan
Houtan Bastani
Stéphane Adjemian(Charybdis)