a39c26060e
Fix bug for models with leads and legs in exo variables
2015-06-10 15:57:30 +02:00
446b1f6dc1
Fix bug in identification when estimating only standard deviations
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Closes #945
2015-06-05 18:22:45 +02:00
dbbc8e66b7
Fix to compute derivatives with Kronecker products (just for testing).
2012-09-18 10:41:16 +02:00
9edce5414f
bug fix for octave.
2012-08-24 16:40:24 +02:00
6b91301365
Reduce memory requirements for analytic Hessian.
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Tested with QUEST III (Ratto et al. 2009): 63 params and 59 state dimension.
2012-08-21 16:00:55 +02:00
9fd8bf954e
bug fix in formula for analytic Hessian.
2012-08-15 14:19:34 +02:00
3ddafb164b
-) Added missing terms for analytic Hessian when steady state depends on estimated params;
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-) bug fixes;
(cherry picked from commit c84f70f6630f4988716dcb4ea59315180bbb36e7)
2012-08-13 13:04:07 +02:00
ed4d37341c
Fix problem with models where steadystate files change parameter values.
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1) allow to compute derivatives starting from NUMERICAL derivatives of jacobian and steady state: this has a minor cost in accuracy and allow apply without errors identification and estimation with numerical derivatives;
2) added trap in dynare_estimation_init: if steadystate changes param values, automaticly shifts to numerical derivs of jacoban and steady state + analytic derivatives of all the rest;
3) bug fixes for 2nd order derivatives w.r.t. model parameters;
2012-07-05 10:14:10 +02:00
129553579a
Merge remote-tracking branch 'ratto/master'
2012-06-08 18:24:18 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
45bc5c2459
Removed duplicate of the same function.
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Fixed call removing globals.
global options_ still needed
2012-06-08 14:03:40 +02:00
d4723038be
1) fixed infinite loop
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2) fixed names of sylvester functions
2012-04-04 16:43:44 +02:00
76093094a6
Force precision in sylvester equation solution, particularly useful for different behaviour of the function schur under octave
2012-04-04 10:39:19 +02:00
db61c7c144
Extended for second order derivatives and full Hessian.
2011-11-05 11:04:08 +01:00
8352873e06
Fixes to handle properly implicit derivation when STEADY_STATE syntax is applied
2011-03-18 10:54:09 +01:00
87e4125fa4
put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m
2011-03-14 11:40:40 +01:00
8a0dabd07d
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
38640c4af8
use of numerical Jacobian to check analytic results.
2010-03-09 10:05:13 +01:00
8a7bdefe2a
small bug in Kronecker derivatives
2010-03-09 08:54:16 +01:00
38bb29fa11
1) fixed steady state derivatives for non-stationary models;
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2) fixed derivatives using kronecker products a la Iskrev
2010-02-23 10:50:26 +01:00
ce7af53855
v4.2: changed vech functions names to avoid conflict with other toolboxes
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vech.m -> dyn_vech.m
unvech.m -> dyn_unvech.m
diag_vech.m -> dyn_diag_vech.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3375 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-23 16:55:28 +00:00
94d215d73e
Modifications linked to previous commit:
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Added first order moments
Added LRE analysis for trivial no-identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3361 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:58:09 +00:00
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
33f0f84f89
1) Added steady state to moments;
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2) use of oo_.dr.ys (always updated) in place of oo_.steady_state (not always updated).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3030 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 08:18:39 +00:00
b66a47c128
oo_, A and B are now inherited from main loop
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2980 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 17:13:58 +00:00
89a71d5596
copyright notices added
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2966 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 08:24:32 +00:00
df921ce829
New identification routines.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2963 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 07:34:21 +00:00
Marco Ratto
Johannes Pfeifer
Sébastien Villemot
Michel Juillard
Houtan Bastani
michel
ratto
sebastien