Houtan Bastani
|
850d1dcc95
|
Revert "handle constant equations in preprocessor"
This reverts commit bcce997112.
|
2019-01-29 00:38:01 +01:00 |
|
Houtan Bastani
|
bcce997112
|
handle constant equations in preprocessor
|
2019-01-28 17:56:10 +01:00 |
|
Houtan Bastani
|
668e641a6a
|
create report for SUR estimation
|
2019-01-25 18:11:27 +01:00 |
|
Houtan Bastani
|
6d447f195a
|
sur: add model_name option
|
2019-01-25 18:11:26 +01:00 |
|
Houtan Bastani
|
73ea0c2fe3
|
fix typo in comment
|
2019-01-24 12:42:08 +01:00 |
|
Houtan Bastani
|
9bc1833a36
|
sur: fix bug in returned fitted value
|
2019-01-24 12:21:36 +01:00 |
|
Houtan Bastani
|
ab5a19f08a
|
sur: fix bug in check of returned matrices
|
2019-01-24 11:38:40 +01:00 |
|
Houtan Bastani
|
d52ee5d290
|
fix comment
|
2019-01-24 11:20:39 +01:00 |
|
Houtan Bastani
|
99d770382b
|
change indexing into X.name
|
2019-01-23 15:48:46 +01:00 |
|
Houtan Bastani
|
7632c4f071
|
use vobs instead of length(X.name)
|
2019-01-23 15:48:46 +01:00 |
|
Houtan Bastani
|
d1afd56134
|
small fixes (comments, argument checks)
|
2019-01-22 16:11:03 +01:00 |
|
Houtan Bastani
|
e1b01d9225
|
common parsing: jsonmodel not necessary as tag info is in AST
|
2019-01-22 16:10:42 +01:00 |
|
Houtan Bastani
|
078e1ab99e
|
fix bug in ols common parsing routines causing ordering of regressor columns to change
|
2019-01-22 15:25:17 +01:00 |
|
Houtan Bastani
|
9d413e2f8f
|
use vobs() instead of length(ds.name)
|
2019-01-22 15:23:42 +01:00 |
|
Houtan Bastani
|
0406a2ae15
|
handle zeroed out equations in SUR
|
2019-01-21 15:57:11 +01:00 |
|
Houtan Bastani
|
875381379f
|
sur: fix bug in creation of SUR matrices; handle random walk equation regardless of order in model equations
|
2019-01-18 15:07:24 +01:00 |
|
Houtan Bastani
|
cf0d8f319e
|
remove extra whitespace
|
2019-01-18 14:09:40 +01:00 |
|
Houtan Bastani
|
3293ff62c1
|
handle nested UnaryOpNodes in OLS-style equations
|
2019-01-18 11:50:10 +01:00 |
|
Houtan Bastani
|
0badb00687
|
handle AR(1) with no parameter
|
2019-01-17 18:57:24 +01:00 |
|
Houtan Bastani
|
cfd9eff6fb
|
simplify common parsing
|
2019-01-17 18:06:43 +01:00 |
|
Houtan Bastani
|
b62ec7dc55
|
handle hard-coded constant*variable in AR(1)
|
2019-01-17 18:06:36 +01:00 |
|
Houtan Bastani
|
556b5b6e88
|
small change to avoid an extra conditional
|
2019-01-16 14:53:22 +01:00 |
|
Houtan Bastani
|
4dbbdb2c09
|
move common dates to parsing function
|
2019-01-16 14:53:22 +01:00 |
|
Houtan Bastani
|
ee8e8c4282
|
small simplification
|
2019-01-16 14:53:22 +01:00 |
|
Houtan Bastani
|
0fb88114c1
|
rename functions and change error message to be more general is parsing is shared between several different functions
|
2019-01-16 14:53:22 +01:00 |
|
Houtan Bastani
|
bb9418a473
|
dyn_ols: only one output from function, remove varargout
|
2019-01-16 14:53:21 +01:00 |
|
Houtan Bastani
|
03eaac8b6d
|
make plot_contributions use get_ast_jsonmodel
|
2019-01-16 14:53:21 +01:00 |
|
Houtan Bastani
|
9a61c57102
|
remove functions that are no longer used
|
2019-01-16 14:53:21 +01:00 |
|
Houtan Bastani
|
3247b1aa02
|
pooled_fgls: fix and update
|
2019-01-16 14:53:21 +01:00 |
|
Houtan Bastani
|
e4dc7c403e
|
parse residual information
|
2019-01-16 14:53:21 +01:00 |
|
Houtan Bastani
|
72081e640e
|
pooled_ols: fix dates
|
2019-01-16 14:53:20 +01:00 |
|
Houtan Bastani
|
efe0a15e0e
|
comment out code
|
2019-01-16 14:53:20 +01:00 |
|
Houtan Bastani
|
9ed97b88c1
|
account for potentially differing number of observations per equation when creating SUR matrices
|
2019-01-16 14:53:20 +01:00 |
|
Houtan Bastani
|
a7181a8151
|
fix common parsing function to impose same dates per equation
|
2019-01-16 14:53:20 +01:00 |
|
Houtan Bastani
|
3427d93c09
|
add comment to function
|
2019-01-16 14:53:20 +01:00 |
|
Houtan Bastani
|
5d80fc903b
|
pooled_ols: fix up and use common parsing
|
2019-01-16 14:53:20 +01:00 |
|
Houtan Bastani
|
1e41235b6b
|
common parsing: small fixes
|
2019-01-16 14:53:19 +01:00 |
|
Houtan Bastani
|
934a22c3a7
|
sur: small fixes
|
2019-01-16 14:53:19 +01:00 |
|
Houtan Bastani
|
f8c0282b01
|
sur: fix up and use common code to create matrices
|
2019-01-16 14:53:19 +01:00 |
|
Houtan Bastani
|
d8f26525b0
|
olsgibbs: fix up and use common parsing functions
|
2019-01-16 14:53:19 +01:00 |
|
Houtan Bastani
|
a477075825
|
ols: further simplifications
|
2019-01-16 14:53:19 +01:00 |
|
Houtan Bastani
|
a35fd291c5
|
ols: move json file parsing to a separate file
|
2019-01-16 14:53:19 +01:00 |
|
Houtan Bastani
|
013124eedf
|
ols: move parsing to a helper function
|
2019-01-16 14:53:18 +01:00 |
|
Houtan Bastani
|
093dd493d8
|
ols: catch unexpected case
|
2019-01-16 14:53:18 +01:00 |
|
Houtan Bastani
|
7d35cb5c5a
|
fix typo
|
2019-01-14 15:02:32 +01:00 |
|
Houtan Bastani
|
e8333421e7
|
remove unnecessary file
|
2019-01-10 10:44:19 +01:00 |
|
Houtan Bastani
|
44e5a88ddd
|
dyn_ols: use AST instead of regex to parse equations
|
2018-12-07 19:54:32 +01:00 |
Stéphane Adjemian (Charybdis)
|
82187f9d41
|
Fixed olsgibbs routine.
|
2018-10-06 16:08:28 +02:00 |
|
Houtan Bastani
|
ee2ad1ee15
|
olsgibbs: linear regression with Gibbs sampler
|
2018-10-04 17:12:47 +02:00 |
|
Houtan Bastani
|
62301fa1e9
|
dyn_ols: fix typo
|
2018-09-14 15:09:31 +02:00 |
Stéphane Adjemian(Charybdis)
|
c5ebb2ca30
|
Adapted codes to the json files new location.
|
2018-07-10 20:15:53 +02:00 |
|
Houtan Bastani
|
c92cb398a6
|
dyn_ols: add parameter indices to oo_
|
2018-03-09 13:22:43 +01:00 |
|
Houtan Bastani
|
dbf84bc93c
|
dyn_ols, pooled_sur_common: fix bug in regular expression
|
2018-02-23 12:43:32 +01:00 |
|
Houtan Bastani
|
c6d6a7b01b
|
pooled_fgls: fix bug: variable potentially not initialized
|
2018-02-22 14:34:43 +01:00 |
|
Houtan Bastani
|
3b13a8ad48
|
Merge branch 'preprocessor_diff' into ecb-master
|
2018-02-22 12:53:03 +01:00 |
|
Houtan Bastani
|
827b8e984c
|
dyn_ols: fix bug in adjusted R2
|
2018-02-20 15:24:00 +01:00 |
|
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
|
32cc4e069b
|
preprocessor: pac: change functionality of diff operator
|
2018-01-30 11:13:40 +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
|
4bbfb35a6e
|
sur: fix bug in printing
|
2018-01-29 15:36:56 +01:00 |
|
Houtan Bastani
|
812dcae89d
|
sur: fix bug in parameter indices
|
2018-01-29 15:26:28 +01:00 |
|
Houtan Bastani
|
683c89de43
|
SUR: add option to estimate certain parameters
|
2018-01-25 15:45:26 +01:00 |
|
Houtan Bastani
|
21fe74d8e3
|
dyn_ols: fix bug in sample range
|
2018-01-24 17:27:29 +01:00 |
|
Houtan Bastani
|
e333f8970d
|
fix comments
|
2018-01-19 14:41:28 +01:00 |
|
Houtan Bastani
|
c9b787f684
|
pooled_sur_common: fix error messages
|
2018-01-19 12:52:40 +01:00 |
|
Houtan Bastani
|
c42311de12
|
simplify getEquationsByTags
|
2018-01-19 12:51:51 +01:00 |
|
Houtan Bastani
|
c17f648b39
|
pooled_ols: remove unnecessary call to dbstack
|
2018-01-19 11:38:13 +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
|
ad1d779559
|
pooled_ols: only return argument if called from pooled_fgls
|
2018-01-17 12:57:58 +01:00 |
|
Houtan Bastani
|
b0b75d1c2c
|
pooled_ols: simplify calling structure
|
2018-01-17 12:50:22 +01:00 |
|
Houtan Bastani
|
d392738412
|
pooled_ols, pooled_fgls: add eqtags option
|
2018-01-17 12:45:44 +01:00 |
|
Houtan Bastani
|
ead8e1011a
|
sur, surgibbs: add possibility to select subset of equations
|
2018-01-16 18:42:15 +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
|
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 |
|
Houtan
|
c1de50bbc2
|
surgibbs: draft change and test
|
2018-01-05 17:13:46 +01:00 |
|
Houtan
|
27819954d0
|
fix typo
|
2018-01-05 15:13:58 +01:00 |
|
Houtan
|
09444882aa
|
sur: bug fix, missing chol
|
2017-12-18 09:01:09 -05:00 |
|
Houtan
|
875b1eec22
|
sur: change output type for sur gibbs
|
2017-12-18 08:35:04 -05:00 |
|
Houtan
|
981ec0089f
|
pooled_sur_common: add comments
|
2017-12-13 12:29:42 +01:00 |
|
Houtan
|
8ab317b302
|
pooled_ols_common: fix corner case
|
2017-12-13 12:07:48 +01:00 |
|
Houtan
|
cd7658541a
|
sur: handle case of constrained parameter
|
2017-12-12 13:07:25 +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
|
adede1755e
|
pooled_ols: remove unnecessary call to cellstr()
|
2017-12-08 15:29:34 +01:00 |
|
Houtan Bastani
|
8541579d48
|
pooled_ols: support endogenous without parameters on RHS
|
2017-12-08 14:53:39 +01:00 |
|
Houtan Bastani
|
3c62bd63cf
|
pooled_ols: cover corner case
|
2017-12-07 16:49:11 +01:00 |
|
Houtan Bastani
|
edc38fea3f
|
dyn_ols: reference tag name in printing if available
|
2017-12-07 14:41:22 +01:00 |
|
Houtan Bastani
|
99344e0bcf
|
getStrMoveLeft: bug: missing ‘-‘ when present
|
2017-12-07 11:56:19 +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
|
9744f2b85a
|
fix bugs in getStrMoveRight, getStrMoveLeft
|
2017-12-06 15:20:00 +01:00 |
|
Houtan Bastani
|
028416ad2f
|
pooled_ols: return early if being called from pooled_fgls
|
2017-11-21 16:06:37 +01:00 |
|
Houtan Bastani
|
8a0ff842cc
|
pooled_fgls: remove useless test
|
2017-11-21 15:43:44 +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
|
3721e7c47e
|
sur: return varargout outputs to work with surgibbs.m
|
2017-11-20 14:45:12 +01:00 |
