Houtan Bastani
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9f7d3383e2
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pooled_ols: support observed exogenous variables
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2017-11-20 12:51:45 +01:00 |
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Houtan Bastani
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4bf73f3b05
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dyn_ols: add noprint option
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2017-11-17 15:53:46 +01:00 |
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Houtan Bastani
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832558cbbe
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pooled_fgls: clean up comment
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2017-11-17 15:50:25 +01:00 |
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Houtan Bastani
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3cd4e732d3
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SUR with test
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2017-11-17 15:50:22 +01:00 |
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Houtan Bastani
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0301029a17
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pooled_fgls: make calculation of Sigma_e more efficient
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2017-11-17 12:31:55 +01:00 |
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Houtan Bastani
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80feaeae25
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pooled_fgls: fix typo in saved covariance matrix name
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2017-11-17 12:31:55 +01:00 |
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Houtan Bastani
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0c17d52adc
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pooled_fgls: fix bug in Sigma_e
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2017-11-17 12:31:55 +01:00 |
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Houtan Bastani
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bf0596215c
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pooled_ols: simplify code
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2017-11-17 12:31:55 +01:00 |
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Houtan Bastani
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71b187e0a2
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pooled_ols: fix typo
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2017-11-17 12:31:55 +01:00 |
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Houtan Bastani
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96d716343d
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add pooled_fgls (with test)
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2017-11-16 17:23:07 +01:00 |
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Houtan Bastani
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1ef479f8c4
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pooled_ols: fix typo
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2017-11-14 15:52:09 +01:00 |
Stéphane Adjemian(Charybdis)
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a7b3e17eb5
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Updated dseries submodule (fixes horzcat behaviour) and reverted b1499906e5.
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2017-11-14 14:55:21 +01:00 |
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Houtan Bastani
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a9ab50c5f9
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dyn_ols: rename minus as minusstr, avoiding realignment of matlab function minus()
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2017-11-13 17:12:12 +01:00 |
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Houtan Bastani
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b1499906e5
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dyn_ols: workaround for bug in dseries
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2017-11-13 16:58:24 +01:00 |
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Houtan Bastani
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8a5e95b0bb
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dyn_ols: add estimation range to output
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2017-11-13 16:50:55 +01:00 |
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Houtan Bastani
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f5bef07232
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dyn_ols: add dictionary option for renaming fitted values, save fitted values in dseries, return dseries
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2017-11-13 16:46:46 +01:00 |
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Houtan Bastani
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cd85a58d73
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dyn_ols: error if was not able to evaluate an endogenous variable
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2017-11-13 16:46:46 +01:00 |
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Houtan Bastani
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1d22d497c6
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dyn_ols: simplify logic for determining constant constraints
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2017-11-13 12:37:01 +01:00 |
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Houtan Bastani
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1fce2a3a99
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pooled_ols: simplify list of trimmed variable names
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2017-11-10 16:42:36 +01:00 |
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Houtan Bastani
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1ab83e8cdf
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dyn_ols: more specific matches
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2017-11-10 15:02:50 +01:00 |
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Houtan Bastani
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ad6274a04f
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dyn_ols: fix bug in matching sole variable on RHS
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2017-11-10 15:01:40 +01:00 |
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Houtan Bastani
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2fda4fa76c
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dyn_ols: fix typo
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2017-11-09 16:48:30 +01:00 |
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Houtan Bastani
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d4574f6c0e
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dyn_ols: fix bugs
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2017-11-09 16:27:54 +01:00 |
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Houtan Bastani
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f0b2fd3d34
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dyn_ols: use vobs instead of length
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2017-11-09 16:25:52 +01:00 |
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Houtan Bastani
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3964511ddc
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dyn_ols: fix typo with use of dseries
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2017-11-09 15:52:18 +01:00 |
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Houtan Bastani
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de11576951
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dyn_ols: allow for constant restrictions on parameters, return Yhat and residuals as dseries
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2017-11-08 16:54:39 +01:00 |
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Houtan Bastani
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a3217fa15c
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dyn_ols: catch leading negatives in computing dseries values
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2017-11-07 18:17:44 +01:00 |
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Houtan Bastani
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c1c7f868ef
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pooled_ols: add residual info to oo_
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2017-11-07 14:58:11 +01:00 |
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Houtan Bastani
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0d687ca956
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fix bug in getStrMoveRight
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2017-11-06 10:38:03 +01:00 |
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Houtan Bastani
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1f308aef41
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fix bug in finding expression in string
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2017-11-02 15:45:24 +01:00 |
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Houtan Bastani
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4da12aac5e
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create ols directory to hold common OLS code
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2017-11-02 15:45:20 +01:00 |