Commit Graph

20 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 1bf81c9f5a Fixed copyright notices. 2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Johannes Pfeifer 2a791e51df Filter out stale or inconsistent number of observations. 2014-03-11 12:11:47 +01:00
Sébastien Villemot edbf3bd175 Remove useless calls to set_default_option 2012-04-20 17:08:11 +02:00
Sébastien Villemot 0c72764932 Added missing comma 2011-09-09 17:24:03 +02:00
Sébastien Villemot ff7792a728 The variance prior for BVAR "à la Sims" with only one lag is inconsistent; the
solution implemented consists of adding one extra observation in the presample
used to compute the prior; as a consequence, the numerical results for all
estimations will be slightly different in future releases (thanks to Marek
Jarociński for spotting this)
2011-09-08 18:09:21 +02:00
Houtan Bastani 43479f6ef3 use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time) 2011-02-10 15:54:23 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
sebastien 0c23ac2b06 v4 matlab:
* fixed various copyright headers
* added URL pointer to C. Sims' original files
* removed obsolete dgamma.m


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2018 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 15:18:05 +00:00
sebastien dbe05bd9c8 v4 matlab: added copyright notice to C. Sims' files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1976 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 13:28:14 +00:00
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
assia df1679494c header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1616 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-17 16:25:06 +00:00
adjemian 0c3d36eb11 Bug correction
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1397 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 13:10:50 +00:00
sebastien 3bc0201f59 v4 bvar_toolbox.m: fixed bug and documentation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1395 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 11:48:20 +00:00
adjemian 7b7339cad4 Other cosmetic changes...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1392 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 16:50:36 +00:00
adjemian 6ea51663a6 Enable estimation of bvar models without constant, prefiltering and log transformation of the dataset.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1390 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 16:15:49 +00:00
sebastien 185ebc09bd v4 bvar_toolbox.m: fixed bug in Sims' code related to omega (prior option)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1373 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-17 14:00:22 +00:00
sebastien b241abc87e v4 bvar_*: minor changes in comments
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1372 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-17 13:43:44 +00:00
sebastien 86360d9eb4 v4: added BVAR code for computing marginal density and forecasting
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1331 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-25 22:42:30 +00:00