Houtan Bastani
832558cbbe
pooled_fgls: clean up comment
2017-11-17 15:50:25 +01:00
Houtan Bastani
3cd4e732d3
SUR with test
2017-11-17 15:50:22 +01:00
Houtan Bastani
0301029a17
pooled_fgls: make calculation of Sigma_e more efficient
2017-11-17 12:31:55 +01:00
Houtan Bastani
80feaeae25
pooled_fgls: fix typo in saved covariance matrix name
2017-11-17 12:31:55 +01:00
Houtan Bastani
0c17d52adc
pooled_fgls: fix bug in Sigma_e
2017-11-17 12:31:55 +01:00
Houtan Bastani
bf0596215c
pooled_ols: simplify code
2017-11-17 12:31:55 +01:00
Houtan Bastani
71b187e0a2
pooled_ols: fix typo
2017-11-17 12:31:55 +01:00
Stéphane Adjemian(Charybdis)
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
Houtan Bastani
33937cb604
add test for pooled_ols
2017-11-16 17:23:10 +01:00
Houtan Bastani
96d716343d
add pooled_fgls (with test)
2017-11-16 17:23:07 +01:00
Stéphane Adjemian(Charybdis)
9f94bcf825
Fixed bug (lags on exogenous variables greater than one).
2017-11-15 17:28:07 +01:00
Stéphane Adjemian(Charybdis)
1202208339
Added missing semicolons.
2017-11-15 17:27:23 +01:00
Stéphane Adjemian(Charybdis)
4f475fda5c
Cosmetric changes.
...
- Use function handles where possible.
- Removed debugging display of the first output argument.
2017-11-15 15:49:52 +01:00
Stéphane Adjemian(Charybdis)
b274fd4716
Fixed test on M_.Sigma_e (backward model irf routine).
...
(cherry picked from commit dc670e0199
)
2017-11-15 15:04:46 +01:00
Houtan Bastani
1ef479f8c4
pooled_ols: fix typo
2017-11-14 15:52:09 +01:00
Stéphane Adjemian(Charybdis)
a7b3e17eb5
Updated dseries submodule (fixes horzcat behaviour) and reverted b1499906e5
.
2017-11-14 14:55:21 +01:00
Houtan Bastani
a9ab50c5f9
dyn_ols: rename minus as minusstr, avoiding realignment of matlab function minus()
2017-11-13 17:12:12 +01:00
Houtan Bastani
b1499906e5
dyn_ols: workaround for bug in dseries
2017-11-13 16:58:24 +01:00
Houtan Bastani
8a5e95b0bb
dyn_ols: add estimation range to output
2017-11-13 16:50:55 +01:00
Houtan Bastani
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
Houtan Bastani
cd85a58d73
dyn_ols: error if was not able to evaluate an endogenous variable
2017-11-13 16:46:46 +01:00
Houtan Bastani
1d22d497c6
dyn_ols: simplify logic for determining constant constraints
2017-11-13 12:37:01 +01:00
Houtan Bastani
1fce2a3a99
pooled_ols: simplify list of trimmed variable names
2017-11-10 16:42:36 +01:00
Houtan Bastani
1ab83e8cdf
dyn_ols: more specific matches
2017-11-10 15:02:50 +01:00
Houtan Bastani
ad6274a04f
dyn_ols: fix bug in matching sole variable on RHS
2017-11-10 15:01:40 +01:00
Houtan Bastani
218be82326
plot_contributions: fix typo
2017-11-10 10:37:16 +01:00
Houtan Bastani
edf89bf1d7
backward_model_irf: fix typo
2017-11-10 10:35:12 +01:00
Houtan Bastani
2fda4fa76c
dyn_ols: fix typo
2017-11-09 16:48:30 +01:00
Houtan Bastani
d4574f6c0e
dyn_ols: fix bugs
2017-11-09 16:27:54 +01:00
Houtan Bastani
f0b2fd3d34
dyn_ols: use vobs instead of length
2017-11-09 16:25:52 +01:00
Houtan Bastani
3964511ddc
dyn_ols: fix typo with use of dseries
2017-11-09 15:52:18 +01:00
Houtan Bastani
de11576951
dyn_ols: allow for constant restrictions on parameters, return Yhat and residuals as dseries
2017-11-08 16:54:39 +01:00
Houtan Bastani
a3217fa15c
dyn_ols: catch leading negatives in computing dseries values
2017-11-07 18:17:44 +01:00
Houtan Bastani
c1c7f868ef
pooled_ols: add residual info to oo_
2017-11-07 14:58:11 +01:00
Houtan Bastani
0d687ca956
fix bug in getStrMoveRight
2017-11-06 10:38:03 +01:00
Houtan Bastani
19c1b512a5
use json=compute in test
2017-11-02 15:45:24 +01:00
Houtan Bastani
1f308aef41
fix bug in finding expression in string
2017-11-02 15:45:24 +01:00
Houtan Bastani
4da12aac5e
create ols directory to hold common OLS code
2017-11-02 15:45:20 +01:00
Houtan Bastani
e0b051314b
pooled_ols: bring over improvement recently made to dyn_ols
2017-11-02 14:15:58 +01:00
Houtan Bastani
788910ecd1
pooled_ols: fall back on OLS if 2nd & 3rd arguments are empty
2017-11-02 12:36:00 +01:00
Houtan Bastani
7db320a6c7
pooled_ols: check input arguments
2017-11-02 12:35:30 +01:00
Houtan Bastani
3b01e20fe9
dyn_ols: make name more clear
2017-11-02 12:06:49 +01:00
Houtan Bastani
62cf451084
dyn_ols: estimate all equations if no tags are passed
2017-11-02 12:06:32 +01:00
Houtan Bastani
adbad752b7
dyn_ols: small speed improvement
2017-11-02 11:28:15 +01:00
Houtan Bastani
b7509376e6
dyn_ols: fix bug in string parsing
2017-11-02 11:25:47 +01:00
Houtan Bastani
5f78394bcf
dyn_ols: remove use of strmatch
2017-10-31 16:53:06 +01:00
Houtan Bastani
3b9f0f9fde
dyn_ols: allow for expressions as endogenous variables, find intercept, estimate exogenous variables,
2017-10-31 16:42:34 +01:00
Houtan Bastani
f69d7145e6
dyn_ols: fix bugs
2017-10-30 17:23:18 +01:00
Houtan Bastani
27375f7272
backward_model_irf: remove useless assignment of variables
2017-10-30 11:31:37 +01:00
Houtan Bastani
1397c53438
backward_model_irf: fix typo
2017-10-30 11:28:11 +01:00