beb7d42d74
Initialize IRFs with histval (second approach).
2019-02-13 15:19:18 +01:00
20256b5be9
test zero equations in SUR
2019-01-30 16:29:11 +01:00
0399e3c777
modify test to handle AR(1) with no parameter
2019-01-17 18:57:41 +01:00
8574e94bdb
change test to fix de_ehic_de_ehic_L1 at 1
2019-01-17 18:06:17 +01:00
df713e907b
add tests to makefile
2019-01-16 14:52:01 +01:00
c28c8187e8
Fixed typo.
2018-08-08 16:23:15 +02:00
6a6d21ef41
Fixed unit test (forecasts for backward models).
2018-02-28 15:34:19 +01:00
d9c5df4029
remove useless lines in tests
2018-02-22 14:36:42 +01:00
a002388fd0
add tags to equations in test file
2018-01-17 16:17:15 +01:00
82a01c251e
surgibbs: add thinning option
2018-01-12 14:43:39 +01:00
aceeef876b
ols: modify ols-style estimation routines to account for change in 7be8f10e0e
2018-01-12 11:45:50 +01:00
fe8dfba59d
Merge branch 'master' into ecb-master
...
# Conflicts:
# examples/NK_baseline_steadystate.m
# matlab/backward/backward_model_irf.m
# matlab/modules/dseries
# matlab/occbin/setss.m
# preprocessor/SymbolList.cc
# tests/identification/as2007/as2007_steadystate.m
# tests/identification/kim/kim2_steadystate.m
# tests/particle/dsge_base2_steadystate.m
# tests/steady_state/walsh1_old_ss_steadystate.m
2018-01-11 16:25:42 +01:00
049be61ef5
surgibbs: pass prior as argument, allow limiting the number of parameters estimated, check inputs, change variable name
2018-01-11 14:15:10 +01:00
b1d8e7aafa
Moved test files.
2018-01-10 16:04:19 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
698192ab81
fix solow_irf to work with current state of backward_model_irf
2017-12-11 13:44:26 +01:00
16e0fca19c
Added two examples (forecasts and IRFs in backward models).
...
(cherry picked from commit 949440ef9c
2017-07-31 16:32:15 +02:00
949440ef9c
Added two examples (forecasts and IRFs in backward models).
2017-07-31 16:26:43 +02:00
dd3c4cd88c
Added example (estimation of single equation by ols).
2017-07-28 17:52:08 +02:00
85e946b0a8
Rewrote examples for single equation contribution plots.
...
The mod files are self documented, and serve as a user guide for the
`plot_contributions` command.
2017-07-28 12:42:51 +02:00
5d0d943f0f
Moved files.
2017-07-28 10:20:21 +02:00
ea07b4bf97
change name of .mod file
2017-07-26 09:17:31 -04:00
92be7a6b27
sur gibbs sampling: first pass
2017-07-12 16:59:06 +02:00
7a61bff6c4
sur: first draft
2017-07-11 16:02:03 +02:00
07fb484987
ols: run multiple estimations when more than one tag is passed
2017-07-07 17:53:25 +02:00
12cd0d8194
ols: add test statistics
2017-07-07 15:04:37 +02:00
43025d6420
preprocessor: add possibility to add vector to adl command
2017-07-03 17:29:58 +02:00
4183c32525
declare parameters when adl is encountered
2017-06-30 16:22:24 +02:00
f934e40c4b
Added dynare command options in mod file.
2017-06-30 11:02:12 +02:00
133d6544e7
Make example less trivial (with negative values).
2017-06-29 16:08:12 +02:00
477a55da2e
Efficiency and interface changes.
...
- Do not loop on all the variables in the dseries objects.
- Do not pass a structure for the parameters (read in M_.params instead).
- Add a baseline scenario.
2017-06-29 13:29:16 +02:00
29a1e3d015
Renamed folders.
2017-06-28 18:34:29 +02:00
Stéphane Adjemia (Scylla)
Houtan Bastani
Stéphane Adjemian(Charybdis)
Houtan