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14582 Commits (8ac3f4b22bbe57f4d7096e572d1faa13cdf368d6)

Author SHA1 Message Date
Marco Ratto 8ac3f4b22b fixed bugs in initialization of heteroskedastic shocks and first_obs>1 and nobs< full dimension of dataset 2022-01-06 14:59:33 +01:00
Marco Ratto 8130125fa7 reset nested waitbars when computing posterior smoother with occbin 2022-01-06 14:57:57 +01:00
Marco Ratto bad52b292d fixed index of variable names defined more than once 2022-01-06 14:51:56 +01:00
Sébastien Villemot 8553525c0f Merge branch 'doc' into 'master' 
manual: clarify moment_calibration

See merge request Dynare/dynare!1990
 2022-01-06 08:21:31 +00:00
Stéphane Adjemian (Ryûk) d18d728f7b
Fix definition of R2 in NLS routine. 2022-01-05 16:45:35 +01:00
Stéphane Adjemian (Ryûk) 02901002cf
Various improvements in the documentation of semi-structural models. 
[skip ci]
 2022-01-05 15:08:53 +01:00
Stéphane Adjemian (Ryûk) 472e66ae47
Fix list of allowed expressions in LHS (for solve_algo={12,14}). 
[skip ci]
 2022-01-05 11:46:53 +01:00
Johannes Pfeifer 259fe492e8 manual: clarify moment_calibration 2022-01-05 11:31:17 +01:00
Sébastien Villemot c1034e39dd
Merge branch 'lsqnonlin' of git.dynare.org:wmutschl/dynare 
Ref. !1989
 2022-01-05 09:24:16 +01:00
Willi Mutschler 1be1edf48f
Updated README with macOS instructions 
Closes: #1780

[skip ci]
 2022-01-05 09:23:30 +01:00
Willi Mutschler 7f3bc60ce0
lsqnonlin only supported for method_of_moments 2022-01-04 14:33:05 +01:00
Sébastien Villemot 67d781f545
More copyright years update 
[skip ci]
 2022-01-04 13:57:15 +01:00
Stéphane Adjemian (Ryûk) e1a63fbf81
Fix bug introduced in 25231f66. 
Set decompose equal to false if the expectation model is not a PAC.
 2022-01-03 22:25:48 +01:00
Sébastien Villemot ea42cf9ad3
Update copyright years 2022-01-03 18:11:31 +01:00
Sébastien Villemot 0c68e7336b
perfect_foresight_problem MEX: error out properly when called MATLAB function triggers an exception 
Closes: #1832
 2022-01-03 18:11:31 +01:00
Stéphane Adjemian (Ryûk) 25231f6634
Account for PAC components in evaluate routine. 
The print_expectations routine was previously only considering the
aggregate expectation (for the target). Now it updates the
database (dseries) with each component of the PAC model. The growth
neutrality correction is included in the aggregate expectation but not
in the expectations of the components.
 2022-01-03 17:28:57 +01:00
Sébastien Villemot bdb21f9ad6
ver_less_than.m: add missing semicolons in unit tests 
[skip ci]
 2022-01-03 16:09:26 +01:00
Sébastien Villemot 86b09bccf9
dseries update 
– load_m_file_data.m: pass structure instead of file
– removed utilities/misc/ordinal.m routine
 2022-01-03 15:42:03 +01:00
Sébastien Villemot 1e5b7d4e04
Merge branch 'warning' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1986
 2022-01-03 15:22:39 +01:00
Sébastien Villemot 93883aad57
Merge branch 'version_utilities' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1985
 2022-01-03 15:22:18 +01:00
Sébastien Villemot 1ee13ebdb0
Merge remote-tracking branch 'origin/JohannesPfeifer-master-patch-04343' 
Ref. !1984
 2022-01-03 15:21:24 +01:00
Stéphane Adjemian (Ryûk) 7ad508532d
Documentation of semi-structural models tools. 2022-01-02 21:00:28 +01:00
Johannes Pfeifer 8cf6fe0be4 perfect_foresight_setup.m: add line skip 2021-12-30 14:27:12 +01:00
Johannes Pfeifer 086e0895cb initial_estimation_checks.m: fix warning display 2021-12-27 13:03:47 +01:00
Stéphane Adjemian (Charybdis) 1c953cca01
Moved CLI routines. 2021-12-21 16:22:30 +01:00
Stéphane Adjemian (Charybdis) 4b18aafa9b
Add CLI for evaluate_smoother. 2021-12-21 16:17:29 +01:00
Johannes Pfeifer 97b98d155e Partially revert "Remove more utilities related to conversion of oo_ between Dynare versions" 
This partially reverts commit 26597bf093.
 2021-12-21 12:44:49 +01:00
Johannes Pfeifer 028635d6e8 CONTRIBUTING.md: Fix wrong statements about unit tests 2021-12-20 12:12:42 +00:00
Sébastien Villemot 84862b8a39
Merge branch 'borrcon' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1983
 2021-12-20 12:08:57 +01:00
Sébastien Villemot 04ab1e5696
Merge branch 'steady_debug' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1982
 2021-12-20 12:08:17 +01:00
Stéphane Adjemian (Ryûk) d841fc7cc2
Do not run integration tests for NLS with Octave. 
Also moved some integration tests.
 2021-12-19 17:20:15 +01:00
Stéphane Adjemian (Ryûk) ba7a53b38b
Code factorization (NLS). 2021-12-19 17:14:25 +01:00
Johannes Pfeifer b966e5eb7a evaluate_steady_state.m: do not check auxiliary initial values if they haven't been set 2021-12-19 11:39:24 +01:00
Johannes Pfeifer 67cab849af borrcon.mod: fix LaTeX symbol and header 2021-12-19 11:37:13 +01:00
Stéphane Adjemian (Ryûk) 60d8f44c4a
Fix estimation range. 2021-12-18 22:27:45 +01:00
Stéphane Adjemian (Ryûk) 2a796c8e34
Account for logged variables under diffs. 2021-12-18 19:58:55 +01:00
Stéphane Adjemian (Ryûk) cc90bd4cf5
Fix typos in regular expressions. 2021-12-18 19:28:58 +01:00
Stéphane Adjemian (Ryûk) c43777f610
Show how to hide simulated annealing algorithm iterations. 2021-12-17 20:55:46 +01:00
Stéphane Adjemian (Ryûk) 8fa8ee8235
Bug fix (wrong dimension for exogenous variables). 
Also removed the distinction between exogenous and endogenous variables when
replacing variables by columns in the data matrix.
 2021-12-17 20:54:28 +01:00
Stéphane Adjemian (Ryûk) 4512000f0f
Display estimation results PAC/NLS. 2021-12-17 20:53:39 +01:00
Stéphane Adjemian (Ryûk) 24c817afa7
Add integration tests for NLS estimation. 2021-12-17 18:02:24 +01:00
Stéphane Adjemian (Ryûk) 8c8a2cf0fa
Add trap if SSR is not a real number. 2021-12-17 14:54:58 +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. 
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
Sébastien Villemot 4db2899868
estimated_params: fixes for new semantics 
The change implemented in 21a8a5794a broke the
testsuite and was incomplete.

– new option “overwrite” to provide the old behaviour (used to fix the testsuite);
– when concatenating several “estimated_params” block, the preprocessor now
  checks that paramateres are not declared twice across blocks.
 2021-12-16 15:38:09 +01:00
Sébastien Villemot 4dc60e69b2
Merge branch 'doc' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1981
 2021-12-16 10:44:15 +01:00
Sébastien Villemot ae5be8d717
Build system: add provisions for k_order_mean MEX under Octave 2021-12-16 10:42:37 +01:00
Johannes Pfeifer d4cb7f7ff2 manual: clarify heteroskedastic_shocks-block 2021-12-16 09:09:47 +01:00
Johannes Pfeifer 1ec662673e Manual: add warning on compatibility between master and slaves 2021-12-16 09:05:34 +01:00
Sébastien Villemot 21a8a5794a
Various new model editing features 
– multiple “model” and “estimated_params” block are supported
– new “model_options” statement to set model options in a global fashion
– new “model_remove” command to remove equations
– new “model_replace” block to replace equations
– new “var_remove” command to remove variables (or parameters)
– new “estimated_params_remove” block to remove estimated parameters
 2021-12-15 17:33:01 +01:00