Houtan Bastani
d7246b3489
ols-style routines: allow user to specify parameters to be estimated
2019-03-08 11:15:33 +01:00
Stéphane Adjemian (Charybdis)
33e43a55b2
Cosmetic change. Print expression on more than one line (one line per additive term).
2019-03-08 09:36:56 +01:00
Houtan Bastani
183081f94b
pooled_fgls: remove useless part of code
2019-03-07 18:06:53 +01:00
Stéphane Adjemian (Charybdis)
03e60b6439
Cosmetic change.
2019-03-07 17:09:56 +01:00
Stéphane Adjemian (Charybdis)
dac08da6a4
Added the possibility to tag a varexo variable as an observed variable.
2019-03-07 15:31:34 +01:00
Stéphane Adjemian (Charybdis)
1471b3bfce
Changegd estimator for the exogenous part of pac.estimation.iterative_ols routine.
2019-03-07 12:37:06 +01:00
Stéphane Adjemian (Charybdis)
4d69674874
Partially reverts 1190cab
.
2019-03-07 12:31:23 +01:00
Houtan Bastani
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
Houtan Bastani
b844bc53a0
pac: fix bugs in output of ec component
2019-03-07 11:44:40 +01:00
Stéphane Adjemian (Charybdis)
9eb64a0b64
Updated preprocessor submodule.
...
Fixes exogenous variables in PAC equation without non optimizing behaviour.
2019-03-06 15:39:00 +01:00
Houtan Bastani
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
Stéphane Adjemian (Charybdis)
4798c07ced
Avoid infinite loop in pac.estimation.iterative_ols().
2019-03-05 07:21:08 +01:00
Houtan Bastani
01c5d2a90c
add model_name option to ols-style routines
2019-03-04 11:15:51 +01:00
Houtan Bastani
e4888c0775
pooled_ols: use varargout instead of oo_ to pass values back to pooled_fgls
2019-03-04 11:15:51 +01:00
Houtan Bastani
f443037ed3
fix argument checking in pooled_ols
2019-03-04 11:15:51 +01:00
Stéphane Adjemian (Charybdis)
cdadab34b4
Streamlined code in print_expectations and allow diff and unary op in growth option of pac_model.
2019-03-02 22:36:13 +01:00
Stéphane Adjemian (Charybdis)
d00b57541e
Allow exogenous variables in pac.estimation.iterative_ols routine.
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The parameters associated to these additional variables can be estimated or calibrated.
2019-03-01 23:32:47 +01:00
Stéphane Adjemian (Charybdis)
21e6260011
Cosmetic, strmatch() -> find(strcmp()).
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[skip ci]
(cherry picked from commit 580939d70b
)
2019-02-28 21:24:17 +01:00
Stéphane Adjemian (Charybdis)
fd98e83d78
Adapted integration tests for 8e60ded
.
2019-02-28 16:23:04 +01:00
Stéphane Adjemian (Charybdis)
e75ca94a48
Fixed PAC with growth option equal to lagged endogenous or exogenous variable.
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Still not working with first difference or lagged first difference.
2019-02-28 14:58:17 +01:00
Stéphane Adjemian (Charybdis)
6b6a9b793c
Updated header.
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We recently added leads on first differences as an auxiliary variable type.
[skip ci]
(cherry picked from commit e1f1fd2de3
)
2019-02-28 10:24:53 +01:00
Stéphane Adjemian (Charybdis)
5fbc04ada2
Return 0 if the input is not the name of an endogenous variable.
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Also removed the call to deprecated strmatch.
[skip ci]
(cherry picked from commit 3400e13c06
)
2019-02-28 10:17:43 +01:00
Stéphane Adjemian (Charybdis)
4093a99f40
Efficiency change.
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It is not possible to pre-allocate a cell array here, but
Array = {};
for i=1:10
Array(i) = {'a'}
end
is faster by a factor 10 than
Array = {};
for i=1:10
Array = [Array, 'a']
end
2019-02-28 09:41:35 +01:00
Stéphane Adjemian (Charybdis)
3aa977600c
Allow arbitrary unary operator, not only log().
2019-02-28 09:30:03 +01:00
Stéphane Adjemian (Charybdis)
1775869bbd
Avoid infinite loop.
2019-02-28 09:24:12 +01:00
Stéphane Adjemian (Charybdis)
8e60ded1bd
Write the growth correction term in a separate file.
2019-02-27 22:26:07 +01:00
Stéphane Adjemian (Charybdis)
f07b1e8028
Account for exogenous variables in PAC's RoT part.
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Fixes the iterative_ols estimation of PAC equation when the Rule of Thumbs (non
optimizing) part of the equations contains endogenous and/or exogenous variables.
2019-02-27 15:53:25 +01:00
Stéphane Adjemian (Charybdis)
6500099f4e
Removed debugging display.
2019-02-27 15:08:49 +01:00
Houtan Bastani
075a6b7db5
sur, surgibbs: following change in `067fc9cc5a5b01e9a04209850f08ecbf3bd0a2b1` pidxs no longer needed as output from sur.m
2019-02-26 17:01:33 +01:00
Houtan Bastani
067fc9cc5a
surgibbs: fix bug in assigning back to M_.params
2019-02-26 16:56:20 +01:00
Houtan Bastani
043ecfc3b2
Revert "surgibbs: fix bug in param values output"
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This reverts commit d6c5618a74
.
2019-02-26 16:54:26 +01:00
Houtan Bastani
d6c5618a74
surgibbs: fix bug in param values output
2019-02-26 15:42:51 +01:00
Houtan Bastani
0cd18c3841
create include files for estimated parameters
2019-02-26 15:42:51 +01:00
Stéphane Adjemian (Charybdis)
f1707039dd
Adapted disp_dr for new auxilary variables.
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diffs, lagged diffs and leaded diffs.
(cherry picked from commit 45fbfe4dce
)
2019-02-25 17:37:49 +01:00
Stéphane Adjemian (Charybdis)
1aa7f4a93f
Added PAC with Model Consistent Expectations.
2019-02-25 17:31:58 +01:00
Stéphane Adjemian (Charybdis)
ac09ab9dbf
Removed useless condition.
2019-02-25 17:31:58 +01:00
Houtan Bastani
030737b9c0
sur: fix input checks
2019-02-25 14:23:48 +01:00
Houtan Bastani
4399972a2d
sur: add noniterative option
2019-02-25 14:23:48 +01:00
Stéphane Adjemian (Charybdis)
0af3068569
Handle situations where a PAC model is used in more than one equation.
2019-02-22 17:58:24 +01:00
Stéphane Adjemian (Charybdis)
dfb62e4ebc
Fixed models with fewer targets than EC equations.
2019-02-21 12:52:12 +01:00
Stéphane Adjemian (Charybdis)
c96f55309d
Fixed typo.
2019-02-21 12:52:12 +01:00
Stéphane Adjemian (Charybdis)
6e7a2e2c20
Fixed ordering of the targets.
2019-02-21 12:52:12 +01:00
Houtan Bastani
a7165e2c12
fix tests
2019-02-19 12:34:30 +01:00
Houtan Bastani
8f1aef3f57
get_companion_matrix: evalin base not necessary
2019-02-14 12:19:34 +01:00
Houtan Bastani
b92b342c7b
sur, pooled_fgls: user inv(chol()) instead of chol(inv())
2019-02-14 10:55:08 +01:00
Houtan Bastani
db8638ec97
pooled_fgls: use iterative method and fix bug in M_.Sigma_e
2019-02-13 15:57:06 +01:00
Houtan Bastani
9391a770b1
sur: fix bug in setting M_.Sigma_e entries
2019-02-13 15:57:06 +01:00
Houtan Bastani
29c3a86c81
sur: move to iterative method
2019-02-13 15:57:06 +01:00
Stéphane Adjemia (Scylla)
3e3f8fbfbc
Cosmetic changes.
2019-02-13 15:19:19 +01:00
Stéphane Adjemia (Scylla)
3cfd588d3f
Allow initialization with histval block.
...
[skip ci]
(cherry picked from commit e9688560f6
)
2019-02-13 15:19:18 +01:00