Commit Graph

35 Commits (b70c8e13b9ac065bd27e4420395547d1a5818f4b)

Author SHA1 Message Date
Houtan Bastani b70c8e13b9 dyn_ols: fix bug in Y when rhs variables were subtracted from lhs 2018-02-20 14:33:56 +01:00
Houtan Bastani afecd9bebb small improvement to dyn_ols, pooled_sur_common: return summed rhs to subtract from lhs 2018-02-20 10:29:34 +01:00
Houtan Bastani 42417d992d dyn_ols: fix bug in field check 2018-01-30 10:30:50 +01:00
Houtan Bastani 01d416da45 dyn_ols: fix bug in correction of fitted values 2018-01-29 16:26:46 +01:00
Houtan Bastani 21fe74d8e3 dyn_ols: fix bug in sample range 2018-01-24 17:27:29 +01:00
Houtan Bastani c42311de12 simplify getEquationsByTags 2018-01-19 12:51:51 +01:00
Houtan Bastani 34cf18a96a dyn_ols: fix bug in assignment to M_.params 2018-01-18 17:22:23 +01:00
Houtan Bastani 7e4f5abfa5 dyn_ols: modify dictionary to take eqtags as first argument and allow for transformations on fitted values 2018-01-17 17:19:35 +01:00
Houtan Bastani d5ace05281 dyn_ols: take care of trailing underscore when LHS var ends with ) 2018-01-16 16:33:15 +01:00
Houtan Bastani f01210085f dyn_ols: control the number of input arguments 2018-01-16 16:13:38 +01:00
Houtan Bastani aceeef876b ols: modify ols-style estimation routines to account for change in 7be8f10e0e 2018-01-12 11:45:50 +01:00
Houtan 792d452938 sur: update with changes recently made to pooled_ols 2017-12-12 12:37:45 +01:00
Houtan c82fc11f8b dyn_ols/pooled_ols: check residuals 2017-12-11 14:35:55 +01:00
Houtan Bastani 8541579d48 pooled_ols: support endogenous without parameters on RHS 2017-12-08 14:53:39 +01:00
Houtan Bastani edc38fea3f dyn_ols: reference tag name in printing if available 2017-12-07 14:41:22 +01:00
Houtan Bastani c28c4d3cd6 dyn_ols: take care of corner case where parameter is between two endogenous variables 2017-12-07 10:27:04 +01:00
Houtan Bastani 93ba186389 dyn_ols: read sample range from equation tag 2017-11-20 16:13:39 +01:00
Houtan Bastani 494159e4d4 dyn_ols: clean up calling structure 2017-11-20 15:27:37 +01:00
Houtan Bastani 4bf73f3b05 dyn_ols: add noprint option 2017-11-17 15:53:46 +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 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 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 4da12aac5e create ols directory to hold common OLS code 2017-11-02 15:45:20 +01:00