Houtan Bastani
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96d716343d
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add pooled_fgls (with test)
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2017-11-16 17:23:07 +01:00 |
Stéphane Adjemian(Charybdis)
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9f94bcf825
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Fixed bug (lags on exogenous variables greater than one).
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2017-11-15 17:28:07 +01:00 |
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Stéphane Adjemian(Charybdis)
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1202208339
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Added missing semicolons.
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2017-11-15 17:27:23 +01:00 |
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Stéphane Adjemian(Charybdis)
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4f475fda5c
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Cosmetric changes.
- Use function handles where possible.
- Removed debugging display of the first output argument.
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2017-11-15 15:49:52 +01:00 |
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Stéphane Adjemian(Charybdis)
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b274fd4716
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Fixed test on M_.Sigma_e (backward model irf routine).
(cherry picked from commit dc670e0199)
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2017-11-15 15:04:46 +01:00 |
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Houtan Bastani
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1ef479f8c4
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pooled_ols: fix typo
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2017-11-14 15:52:09 +01:00 |
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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 |
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Houtan Bastani
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b1499906e5
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dyn_ols: workaround for bug in dseries
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2017-11-13 16:58:24 +01:00 |
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Houtan Bastani
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8a5e95b0bb
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dyn_ols: add estimation range to output
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2017-11-13 16:50:55 +01:00 |
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Houtan Bastani
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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 |
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Houtan Bastani
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cd85a58d73
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dyn_ols: error if was not able to evaluate an endogenous variable
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2017-11-13 16:46:46 +01:00 |
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Houtan Bastani
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1d22d497c6
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dyn_ols: simplify logic for determining constant constraints
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2017-11-13 12:37:01 +01:00 |
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Houtan Bastani
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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 |
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Houtan Bastani
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1ab83e8cdf
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dyn_ols: more specific matches
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2017-11-10 15:02:50 +01:00 |
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Houtan Bastani
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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 |
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Houtan Bastani
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218be82326
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plot_contributions: fix typo
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2017-11-10 10:37:16 +01:00 |
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Houtan Bastani
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edf89bf1d7
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backward_model_irf: fix typo
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2017-11-10 10:35:12 +01:00 |
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Houtan Bastani
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2fda4fa76c
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dyn_ols: fix typo
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2017-11-09 16:48:30 +01:00 |
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Houtan Bastani
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d4574f6c0e
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dyn_ols: fix bugs
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2017-11-09 16:27:54 +01:00 |
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Houtan Bastani
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f0b2fd3d34
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dyn_ols: use vobs instead of length
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2017-11-09 16:25:52 +01:00 |
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Houtan Bastani
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3964511ddc
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dyn_ols: fix typo with use of dseries
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2017-11-09 15:52:18 +01:00 |
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Houtan Bastani
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de11576951
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dyn_ols: allow for constant restrictions on parameters, return Yhat and residuals as dseries
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2017-11-08 16:54:39 +01:00 |
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Houtan Bastani
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a3217fa15c
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dyn_ols: catch leading negatives in computing dseries values
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2017-11-07 18:17:44 +01:00 |
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Houtan Bastani
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c1c7f868ef
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pooled_ols: add residual info to oo_
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2017-11-07 14:58:11 +01:00 |
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Houtan Bastani
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0d687ca956
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fix bug in getStrMoveRight
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2017-11-06 10:38:03 +01:00 |
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Houtan Bastani
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19c1b512a5
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use json=compute in test
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2017-11-02 15:45:24 +01:00 |
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Houtan Bastani
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1f308aef41
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fix bug in finding expression in string
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2017-11-02 15:45:24 +01:00 |
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Houtan Bastani
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4da12aac5e
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create ols directory to hold common OLS code
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2017-11-02 15:45:20 +01:00 |
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Houtan Bastani
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e0b051314b
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pooled_ols: bring over improvement recently made to dyn_ols
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2017-11-02 14:15:58 +01:00 |
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Houtan Bastani
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788910ecd1
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pooled_ols: fall back on OLS if 2nd & 3rd arguments are empty
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2017-11-02 12:36:00 +01:00 |
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Houtan Bastani
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7db320a6c7
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pooled_ols: check input arguments
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2017-11-02 12:35:30 +01:00 |
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Houtan Bastani
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3b01e20fe9
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dyn_ols: make name more clear
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2017-11-02 12:06:49 +01:00 |
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Houtan Bastani
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62cf451084
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dyn_ols: estimate all equations if no tags are passed
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2017-11-02 12:06:32 +01:00 |
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Houtan Bastani
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adbad752b7
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dyn_ols: small speed improvement
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2017-11-02 11:28:15 +01:00 |
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Houtan Bastani
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b7509376e6
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dyn_ols: fix bug in string parsing
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2017-11-02 11:25:47 +01:00 |
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Houtan Bastani
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5f78394bcf
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dyn_ols: remove use of strmatch
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2017-10-31 16:53:06 +01:00 |
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Houtan Bastani
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3b9f0f9fde
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dyn_ols: allow for expressions as endogenous variables, find intercept, estimate exogenous variables,
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2017-10-31 16:42:34 +01:00 |
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Houtan Bastani
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f69d7145e6
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dyn_ols: fix bugs
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2017-10-30 17:23:18 +01:00 |
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Houtan Bastani
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27375f7272
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backward_model_irf: remove useless assignment of variables
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2017-10-30 11:31:37 +01:00 |
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Houtan Bastani
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1397c53438
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backward_model_irf: fix typo
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2017-10-30 11:28:11 +01:00 |
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Houtan Bastani
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b407f50753
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dyn_ols: ols that allows for variables at time t on RHS
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2017-10-27 13:07:58 +02:00 |
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Houtan Bastani
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f07696ea5e
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pooled_ols: check dseries input too
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2017-10-27 12:25:58 +02:00 |
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Houtan Bastani
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61b0277c6a
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pooled_ols: check input values
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2017-10-27 12:20:16 +02:00 |
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Houtan Bastani
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11ebbd7785
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pooled_ols: fix typo
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2017-10-27 12:07:55 +02:00 |
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Houtan Bastani
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ce9ac69ef2
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pooled_ols: simplify code
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2017-10-27 11:55:44 +02:00 |
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Houtan Bastani
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5f545ef3ac
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pooled_ols: simplify indexing of parameters
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2017-10-27 11:42:30 +02:00 |
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Houtan Bastani
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6d0f0127b2
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pooled_ols: fix typo
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2017-10-26 11:57:39 +02:00 |
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Houtan Bastani
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570f2276f2
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pooled_ols: ensure one exogenous variable is in each equation
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2017-10-26 11:56:09 +02:00 |
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Houtan Bastani
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c1f006b9ac
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pooled_ols: simplify/speed up test for leads
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2017-10-26 11:54:52 +02:00 |