Houtan Bastani
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d5ace05281
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dyn_ols: take care of trailing underscore when LHS var ends with )
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2018-01-16 16:33:15 +01:00 |
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Houtan Bastani
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f01210085f
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dyn_ols: control the number of input arguments
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2018-01-16 16:13:38 +01:00 |
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Houtan Bastani
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aceeef876b
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ols: modify ols-style estimation routines to account for change in 7be8f10e0e
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2018-01-12 11:45:50 +01:00 |
Houtan
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049be61ef5
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surgibbs: pass prior as argument, allow limiting the number of parameters estimated, check inputs, change variable name
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2018-01-11 14:15:10 +01:00 |
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Houtan
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c1de50bbc2
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surgibbs: draft change and test
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2018-01-05 17:13:46 +01:00 |
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Houtan
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27819954d0
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fix typo
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2018-01-05 15:13:58 +01:00 |
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Houtan
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09444882aa
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sur: bug fix, missing chol
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2017-12-18 09:01:09 -05:00 |
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Houtan
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875b1eec22
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sur: change output type for sur gibbs
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2017-12-18 08:35:04 -05:00 |
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Houtan
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981ec0089f
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pooled_sur_common: add comments
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2017-12-13 12:29:42 +01:00 |
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Houtan
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8ab317b302
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pooled_ols_common: fix corner case
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2017-12-13 12:07:48 +01:00 |
|
Houtan
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cd7658541a
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sur: handle case of constrained parameter
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2017-12-12 13:07:25 +01:00 |
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Houtan
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792d452938
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sur: update with changes recently made to pooled_ols
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2017-12-12 12:37:45 +01:00 |
|
Houtan
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c82fc11f8b
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dyn_ols/pooled_ols: check residuals
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2017-12-11 14:35:55 +01:00 |
|
Houtan
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adede1755e
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pooled_ols: remove unnecessary call to cellstr()
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2017-12-08 15:29:34 +01:00 |
|
Houtan Bastani
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8541579d48
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pooled_ols: support endogenous without parameters on RHS
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2017-12-08 14:53:39 +01:00 |
|
Houtan Bastani
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3c62bd63cf
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pooled_ols: cover corner case
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2017-12-07 16:49:11 +01:00 |
|
Houtan Bastani
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edc38fea3f
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dyn_ols: reference tag name in printing if available
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2017-12-07 14:41:22 +01:00 |
|
Houtan Bastani
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99344e0bcf
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getStrMoveLeft: bug: missing ‘-‘ when present
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2017-12-07 11:56:19 +01:00 |
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Houtan Bastani
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c28c4d3cd6
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dyn_ols: take care of corner case where parameter is between two endogenous variables
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2017-12-07 10:27:04 +01:00 |
|
Houtan Bastani
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9744f2b85a
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fix bugs in getStrMoveRight, getStrMoveLeft
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2017-12-06 15:20:00 +01:00 |
|
Houtan Bastani
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028416ad2f
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pooled_ols: return early if being called from pooled_fgls
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2017-11-21 16:06:37 +01:00 |
|
Houtan Bastani
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8a0ff842cc
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pooled_fgls: remove useless test
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2017-11-21 15:43:44 +01:00 |
|
Houtan Bastani
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93ba186389
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dyn_ols: read sample range from equation tag
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2017-11-20 16:13:39 +01:00 |
|
Houtan Bastani
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494159e4d4
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dyn_ols: clean up calling structure
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2017-11-20 15:27:37 +01:00 |
|
Houtan Bastani
|
3721e7c47e
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sur: return varargout outputs to work with surgibbs.m
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2017-11-20 14:45:12 +01:00 |
|
Houtan Bastani
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9f7d3383e2
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pooled_ols: support observed exogenous variables
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2017-11-20 12:51:45 +01:00 |
|
Houtan Bastani
|
4bf73f3b05
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dyn_ols: add noprint option
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2017-11-17 15:53:46 +01:00 |
|
Houtan Bastani
|
832558cbbe
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pooled_fgls: clean up comment
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2017-11-17 15:50:25 +01:00 |
|
Houtan Bastani
|
3cd4e732d3
|
SUR with test
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2017-11-17 15:50:22 +01:00 |
|
Houtan Bastani
|
0301029a17
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pooled_fgls: make calculation of Sigma_e more efficient
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2017-11-17 12:31:55 +01:00 |
|
Houtan Bastani
|
80feaeae25
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pooled_fgls: fix typo in saved covariance matrix name
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2017-11-17 12:31:55 +01:00 |
|
Houtan Bastani
|
0c17d52adc
|
pooled_fgls: fix bug in Sigma_e
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2017-11-17 12:31:55 +01:00 |
|
Houtan Bastani
|
bf0596215c
|
pooled_ols: simplify code
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2017-11-17 12:31:55 +01:00 |
|
Houtan Bastani
|
71b187e0a2
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pooled_ols: fix typo
|
2017-11-17 12:31:55 +01:00 |
|
Houtan Bastani
|
96d716343d
|
add pooled_fgls (with test)
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2017-11-16 17:23:07 +01:00 |
|
Houtan Bastani
|
1ef479f8c4
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pooled_ols: fix typo
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2017-11-14 15:52:09 +01:00 |
Stéphane Adjemian(Charybdis)
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a7b3e17eb5
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Updated dseries submodule (fixes horzcat behaviour) and reverted b1499906e5.
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2017-11-14 14:55:21 +01:00 |
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Houtan Bastani
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a9ab50c5f9
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dyn_ols: rename minus as minusstr, avoiding realignment of matlab function minus()
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2017-11-13 17:12:12 +01:00 |
|
Houtan Bastani
|
b1499906e5
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dyn_ols: workaround for bug in dseries
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2017-11-13 16:58:24 +01:00 |
|
Houtan Bastani
|
8a5e95b0bb
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dyn_ols: add estimation range to output
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2017-11-13 16:50:55 +01:00 |
|
Houtan Bastani
|
f5bef07232
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dyn_ols: add dictionary option for renaming fitted values, save fitted values in dseries, return dseries
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2017-11-13 16:46:46 +01:00 |
|
Houtan Bastani
|
cd85a58d73
|
dyn_ols: error if was not able to evaluate an endogenous variable
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2017-11-13 16:46:46 +01:00 |
|
Houtan Bastani
|
1d22d497c6
|
dyn_ols: simplify logic for determining constant constraints
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2017-11-13 12:37:01 +01:00 |
|
Houtan Bastani
|
1fce2a3a99
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pooled_ols: simplify list of trimmed variable names
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2017-11-10 16:42:36 +01:00 |
|
Houtan Bastani
|
1ab83e8cdf
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dyn_ols: more specific matches
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2017-11-10 15:02:50 +01:00 |
|
Houtan Bastani
|
ad6274a04f
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dyn_ols: fix bug in matching sole variable on RHS
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2017-11-10 15:01:40 +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
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2017-11-09 15:52:18 +01:00 |