7b7bca8bda
Generalised trend component model.
...
Added the possibility to associate more than one trend to an endogenous
variable. The number of error correction equations is longer required to be
equal to the number of trends.
2019-03-29 17:52:46 +01:00
d84d8af8a8
dyn_ols: fix typo
2019-03-29 15:23:19 +01:00
256949a243
fix spacing
2019-03-29 15:23:03 +01:00
39041009ef
Added tag on auxiliary variable for PAC/VAR expectations.
2019-03-28 11:19:38 +01:00
cb97ed8081
Added tag on equation defining PAC/VAR expectation unrolled expression.
2019-03-28 11:18:42 +01:00
6c58598568
Fixed bug if lhs is an expression instead of an endogenous variable.
2019-03-27 15:24:05 +01:00
825a010a90
sur, pooled_fgls, pooled_ols: add date range option
2019-03-27 14:57:57 +01:00
4dbbf4f02e
olsgibbs: add date range option
2019-03-27 11:04:00 +01:00
d242ed88a2
dyn_ols: add date range option
2019-03-26 15:04:16 +01:00
ae6c118e9e
fix bug when looking for parameter in unary op node
2019-03-26 11:06:31 +01:00
9ab4c6f80d
ols-style equations: handle additive elements separated by + and -
...
use same algorithm as in preprocessor to facilitate future changes
2019-03-26 11:06:30 +01:00
a77de6ce75
Revert last patch on Makefile.am.
2019-03-25 20:09:14 +01:00
8a8ef89004
Added example for new agregate() routine.
2019-03-25 18:16:38 +01:00
b98e0a2bbf
Added routine to agregate cherry-picked submodels.
2019-03-25 17:59:22 +01:00
d4a1d4b46a
Added missing aux. variable (PAC/VAR expectation).
2019-03-25 17:42:01 +01:00
e20a3ffa45
Export tags on endogenous and exogenous variables.
2019-03-22 14:39:40 +01:00
ecfafc048b
Export equation tags if defined in original mod file.
2019-03-22 11:29:59 +01:00
07a40d2df4
Do not unroll expectations in the equation where they are used...
...
... But create an auxiliary variable with corresponding equation (where the
expectation are unrolled). Also separate the growth neutrality correction.
2019-03-21 17:33:07 +01:00
567ca19000
Added routine to evaluate the RHS of an equation.
2019-03-19 07:08:55 +01:00
15bd0e3397
preprocessor: submodule update
2019-03-15 17:11:01 +01:00
7858a88764
add dependency for test for parallelization of test suite
2019-03-15 17:01:25 +01:00
543470b331
separate ECB tests so as to be able to test everything in one go
2019-03-15 16:44:59 +01:00
62c4181394
common_parsing: update start/end dates when dates are supposed to overlap
2019-03-15 16:28:55 +01:00
6150de2d4a
var_expectation: fix typo
2019-03-15 16:25:58 +01:00
cfdd6602b4
preprocessor: submodule update
2019-03-15 16:20:58 +01:00
4ac5ebbefc
add var AR test
2019-03-15 14:22:50 +01:00
dccabecee7
fix trend-component tests
2019-03-15 13:29:15 +01:00
d3db092c81
Added a cherry-pick routine.
...
Extracts equations from a mod file and produce .inc files (equations, lists of
parameters, endogenous variables and exogenous variables) that can be included
in a mod file that will be used to simulate the model.
If an innovation has a tag `(used='estimationonly')` it will be excluded from
the generated files (ie list of shocks and equations).
2019-03-14 11:04:10 +01:00
52eed33c42
Fixed growth neutrality correction in presence of exogenous variables.
...
Also fixes growth neutrality correction in models with non optimizing
agents (correction was not taking into account the value of the share of non
optimizing agents).
2019-03-11 11:54:53 +01:00
6997e0a4a6
Added the possibility to have exogenous variables in the optimal part of PAC.
...
Works with iterative ols and nls.
2019-03-08 14:34:41 +01:00
ba416f12ad
makefile: use tabs instead of spaces
2019-03-08 11:16:26 +01:00
d7246b3489
ols-style routines: allow user to specify parameters to be estimated
2019-03-08 11:15:33 +01:00
33e43a55b2
Cosmetic change. Print expression on more than one line (one line per additive term).
2019-03-08 09:36:56 +01:00
183081f94b
pooled_fgls: remove useless part of code
2019-03-07 18:06:53 +01:00
6b4b2bb8b3
fix path to test
2019-03-07 18:06:53 +01:00
d4814c6b92
Removed pointer to missing file in Makefile.am.
2019-03-07 17:33:40 +01:00
03e60b6439
Cosmetic change.
2019-03-07 17:09:56 +01:00
c8393a6a45
Updated list of non versioned files in under tests subfolder.
2019-03-07 17:09:36 +01:00
46d0d7daa7
Updated preprocessor.
2019-03-07 17:08:43 +01:00
dac08da6a4
Added the possibility to tag a varexo variable as an observed variable.
2019-03-07 15:31:34 +01:00
1471b3bfce
Changegd estimator for the exogenous part of pac.estimation.iterative_ols routine.
2019-03-07 12:37:06 +01:00
4d69674874
Partially reverts 1190cab.
2019-03-07 12:31:23 +01:00
1190caba61
pac.estimate.nls: clean up code: remove unused variables, unused output arguments, no need for otherwise in switch
2019-03-07 11:59:59 +01:00
b844bc53a0
pac: fix bugs in output of ec component
2019-03-07 11:44:40 +01:00
92b1c25b9f
fix typo
2019-03-07 10:47:02 +01:00
f3a10d0238
add test for estimating certain parameters in sur
2019-03-07 10:47:02 +01:00
40918f4316
Fixed condition in integration tests for ec.istarget.
2019-03-07 09:39:14 +01:00
9eb64a0b64
Updated preprocessor submodule.
...
Fixes exogenous variables in PAC equation without non optimizing behaviour.
2019-03-06 15:39:00 +01:00
c0319a9bff
fix bug in printing of error message: ds is not available (or needed) in print function
2019-03-05 14:57:51 +01:00
4798c07ced
Avoid infinite loop in pac.estimation.iterative_ols().
2019-03-05 07:21:08 +01:00
Stéphane Adjemian (Charybdis)
Houtan Bastani