Stéphane Adjemian (Ryûk)
ba7a53b38b
Code factorization (NLS).
2021-12-19 17:14:25 +01:00
Stéphane Adjemian (Ryûk)
1cf99b5227
Do not update the database if there is no aux. variables.
2021-12-17 14:21:10 +01:00
Stéphane Adjemian (Ryûk)
b297353b06
PAC decomposition between stationary and non-stationary components.
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The taget in PAC equation can be decomposed into an arbitrary number of components (variables
in the VAR auxiliary model).
TODO Iterative OLS estimation (which is not the preferred estimation routine).
TODO Decomposition in the routine evaluating the forecasts for each component.
2021-12-17 12:17:13 +01:00
Stéphane Adjemian (Ryûk)
f4a7a5430c
Re-implement PAC equations.
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This commit only introduce new elements in the Dynare language (adding the
possibility to decompose the target into stationary and non stationary
components) and insure that all the former codes (ie without decomposition of
the target) are still working as expected.
2021-11-24 16:40:35 +01:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
6997e0a4a6
Added the possibility to have exogenous variables in the optimal part of PAC.
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Works with iterative ols and nls.
2019-03-08 14:34:41 +01:00
d00b57541e
Allow exogenous variables in pac.estimation.iterative_ols routine.
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The parameters associated to these additional variables can be estimated or calibrated.
2019-03-01 23:32:47 +01:00
0af3068569
Handle situations where a PAC model is used in more than one equation.
2019-02-22 17:58:24 +01:00
c0570ff0af
Fixed typo.
2018-12-19 15:41:32 +01:00
38c8462142
If NLS, do not check the ordering of estimated parameters in PAC.
2018-12-12 16:28:19 +01:00
2b6ee881a4
Efficiency changes.
2018-08-22 11:49:15 +02:00
442a70e905
Added missing semicolon.
2018-08-21 21:56:01 +02:00
7d6296f7a6
Fixed bug introduced by 42bba08887.
2018-08-17 21:42:09 +02:00
42bba08887
Make the code robust to the order of declaration of the estimated parameters.
2018-08-15 22:03:33 +02:00
0edebbe5d7
Added Iterative OLS routine for PAC equation.
2018-07-23 16:12:46 +02:00
Stéphane Adjemian (Ryûk)
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Stéphane Adjemia (Scylla)
Stéphane Adjemian(Charybdis)