6384c9636c
var: fix AR, EC matrices
2018-05-15 16:30:53 +02:00
473b2f59ef
Provisions for MATLAB 9.4 (R2018a)
...
Take into account the API break in the MEX interface (new interleaved complex API).
But do not split MEX directories on MacOS X for the time being.
2018-05-14 15:16:03 +02:00
3fe758c2b2
Cosmetic change in doc headers.
2018-05-05 21:58:52 +02:00
8f53be2a6f
Impose the consistency of the count of unstable eigenvalues...
...
... Between stoch_simul and check. Added sdim (the number of stable
eigenvalues) and edim (the complementary number of explosive eigenvalues) in dr
structure. The test is always done with sdim (or edim) returned by mjdgges.
2018-05-05 19:53:13 +02:00
fa15c3dbc7
Updated dates submodule. Closes #1601 .
2018-05-05 14:56:56 +02:00
fa67aeb7a6
Fixes issue #1607 .
2018-05-05 10:29:37 +02:00
891e3ba7be
Cosmetic change in doc headers.
2018-05-05 10:24:01 +02:00
eb042b145e
Removed debugging display.
2018-04-26 17:46:22 +02:00
d6a20af5f3
Added companion matrix corresponding to the VECM in levels.
2018-04-26 16:42:04 +02:00
e8829eab8e
Check that stationary and/or non stationary components exist.
2018-04-26 16:35:32 +02:00
57bb6f3fe9
Fixed typo.
2018-04-12 12:23:50 +02:00
61c643a91f
Updated the preprocessor submodule (new PAC interface).
2018-04-12 10:11:09 +02:00
cee6dda44d
Fixed check for octave version.
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We should not issue a warning if version() is greater than supported_octave_version().
2018-03-24 22:48:45 +01:00
aa4cabcbeb
Fixed bug (simulation of backward models).
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Was crashing with three inputs (last one is for innovations) when the first input was an empty array.
2018-03-12 09:45:15 +01:00
8263bbba8a
Use new mechanism for setting auxiliary time series.
2018-03-12 09:34:56 +01:00
c92cb398a6
dyn_ols: add parameter indices to oo_
2018-03-09 13:22:43 +01:00
04cbaec9ba
Merge branch 'diff' into ecb-master
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Fixed conflicts in:
matlab/backward/checkdatabase.m
2018-03-05 14:33:03 +01:00
5077b38a7e
get_ar_matrices: fix error in maxlag
2018-03-05 13:09:59 +01:00
8403911e64
get_ar_matrices: fix typo
2018-03-05 13:09:50 +01:00
35865d1e37
Cosmetic changes (plot_contributions).
2018-03-05 12:40:32 +01:00
904a11d962
Fixed case where all parameter values are hard coded (plot_contributions).
2018-03-05 12:37:28 +01:00
a62c167146
Fixed issues with new implementation of the diff operator (plot_contributions).
2018-03-05 12:35:49 +01:00
4a646e4ab3
Fixed check on equation tag (plot_contributions).
2018-03-05 12:32:35 +01:00
71ad2cf13b
Removed useless chunk of code...
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Since the introduction of the new mechanism for setting the auxiliary variables.
2018-03-04 19:30:09 +01:00
b7dcf96905
Use new checkdatabase interface.
2018-03-04 19:16:46 +01:00
f1ed81aae2
Use new approach for setting aux variables in model inversion routine.
2018-03-04 19:15:43 +01:00
06e6db580c
Cosmetic change.
2018-03-04 19:15:27 +01:00
d7f87ba29f
Use new approach for setting aux variables in checkdatabase.
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Also specialize the routine for simulation/inversion problems.
2018-03-04 19:12:46 +01:00
d6305d598f
remove time t matrix of ecm matrices
2018-03-02 17:56:49 +01:00
f848bdfcf8
Fixed typo.
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(cherry picked from commit 86be2cb998dd9f3fc411
2018-03-02 14:45:50 +01:00
dd9f3fc411
Fixed typo.
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(cherry picked from commit 86be2cb998
2018-03-02 10:28:52 +01:00
86be2cb998
Fixed typo.
2018-03-02 10:26:48 +01:00
436e414427
Cosmetic change.
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Changed M_.max_*_orig into M_.orig_maximum_* for consistency with other fields.
(cherry picked from commit 857a3842e3
2018-03-01 10:18:24 +01:00
857a3842e3
Cosmetic change.
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Changed M_.max_*_orig into M_.orig_maximum_* for consistency with other fields.
2018-03-01 10:13:44 +01:00
b84e3054e3
Various fixes for backward models routines.
2018-03-01 09:29:48 +01:00
5a55448ff4
Set default initial conditions of varexo for IRFs and forecasts in backward models.
2018-02-28 15:31:21 +01:00
a135c49469
Added routines for PAC expectations.
2018-02-28 15:00:42 +01:00
d347f57bab
Fixed inversion of backward models with diff operators.
2018-02-28 15:00:42 +01:00
bc2c5dd902
Code factorization (initial conditions for backward model simulations)
2018-02-28 15:00:42 +01:00
0579c1dc31
Allow initialization with histval in backward simulation routines.
2018-02-28 15:00:42 +01:00
a0b7047f7d
Fixed bug in model inversion routine.
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The solution was depending on the ordering of the variables in the
initialcondition object.
2018-02-28 15:00:42 +01:00
ce5049fef0
Removed redundant test.
2018-02-28 15:00:42 +01:00
e1dcd1bc72
dseries: submodule update
2018-02-26 18:36:27 +01:00
0617f58a14
Merge remote-tracking branch 'origin/master' into ecb-master
2018-02-26 18:17:30 +01:00
ec003d055f
Cosmetic changes.
2018-02-26 12:28:03 +01:00
dbf84bc93c
dyn_ols, pooled_sur_common: fix bug in regular expression
2018-02-23 12:43:32 +01:00
c6d6a7b01b
pooled_fgls: fix bug: variable potentially not initialized
2018-02-22 14:34:43 +01:00
3b13a8ad48
Merge branch 'preprocessor_diff' into ecb-master
2018-02-22 12:53:03 +01:00
cc4456c76d
Fixed simuation routine for models with diff operator.
2018-02-21 23:31:35 +01:00
827b8e984c
dyn_ols: fix bug in adjusted R2
2018-02-20 15:24:00 +01:00
b70c8e13b9
dyn_ols: fix bug in Y when rhs variables were subtracted from lhs
2018-02-20 14:33:56 +01:00
667bfb6948
dseries: submodule update
2018-02-20 11:03:12 +01:00
afecd9bebb
small improvement to dyn_ols, pooled_sur_common: return summed rhs to subtract from lhs
2018-02-20 10:29:34 +01:00
fa598b751b
Fixed prior command with optimize.
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Penalty was not passed correctly.
2018-02-17 21:00:23 +01:00
d54cdbf0ac
fix output when no arguments are passed to dynare
2018-02-16 17:31:53 +01:00
5d439bcb18
submodule update: preprocessor and add dynare version to dynare.m
2018-02-16 17:31:47 +01:00
3a052f500c
Merge branch 'master' into ecb-master
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Fixed conflict in dseries submodule.
2018-02-10 12:53:34 +01:00
350b8fb529
Updated dseries submodule (prevent initialization crash if unable to install X13 binary).
2018-02-10 12:24:20 +01:00
d857a78ca7
Fixed the test for the leaded variables in declared VAR model.
2018-02-09 18:15:50 +01:00
c7bbcf6e8b
Fixed header doc.
2018-02-09 17:57:14 +01:00
a2da797423
get_ar_matrices: handle ECM part if it exists
2018-02-09 15:22:25 +01:00
b24286fad7
get_ar_matrices: take care of aux_diff
2018-02-09 12:32:06 +01:00
f3032370a9
get_ar_matrices: fix columns
2018-02-09 11:13:18 +01:00
8be229497a
Added routine for evaluating the companion matrix of a VAR model.
2018-02-09 10:57:29 +01:00
3ece9c6c1e
Updated header.
2018-02-09 10:45:52 +01:00
47fa23c0f6
Remved trailing empty matrices.
...
Which are present if the model block has more lags than the VAR model.
2018-02-09 10:41:43 +01:00
2161fed90f
Check that there is no contemporaneous variables on rhs.
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And remove first element in the cell oo_.var.<MODEL_NAME>.ar if the check is passed.
2018-02-09 10:37:03 +01:00
605c20d539
Removed artime field (which is not used).
2018-02-09 10:29:50 +01:00
f35403b694
get_ar_matrices: remove dependence on JSON
2018-02-08 18:29:10 +01:00
d253b1fccb
get_ar_matrices: fix bug in column size
2018-02-08 17:50:12 +01:00
224ccb7bab
sim1_linear.m: change hard-coded tolerance to option
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The tolerance for the steady state check should depend on the accuracy of the steady state computation
2018-02-07 18:42:12 +01:00
7bdd2995bd
get_ar_matrices: remove useless continue statements
2018-02-06 15:08:21 +01:00
4adebd4419
Fixed copyright header.
2018-02-01 22:51:23 +01:00
cf5f556f4a
Do not re-set auxiliary variables if they are already available in the input info [i.e. smoothed variables].
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This makes the function robust when one provides info using UpdatedVariables, instead, for faster realtime exercises.
2018-02-01 19:17:59 +01:00
a7bc6414f5
fixed bug to logical if condition
2018-02-01 19:14:13 +01:00
127a543b65
prior bounds: make sure that lower and upper bounds only affect mode-finding
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99dbc8c74d
2018-02-01 10:16:47 +01:00
fe7da22853
Fixed copyright header.
2018-02-01 10:05:03 +01:00
da48dea37c
identification_analysis.m: remove transformation to char when cell is expected
2018-02-01 09:58:31 +01:00
410f8bd07c
Cosmetic change and fixed copyright header.
2018-02-01 09:53:23 +01:00
3679afe849
Discretion: Added catch for infinities
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Comment: A user provided a file in which the Sylvester equation solved using doubling can evaluate to inf. When Doubling fails, one can try the Hessenberg-Schur algorithm.
2018-02-01 09:53:23 +01:00
32cc4e069b
preprocessor: pac: change functionality of diff operator
2018-01-30 11:13:40 +01:00
42417d992d
dyn_ols: fix bug in field check
2018-01-30 10:30:50 +01:00
01d416da45
dyn_ols: fix bug in correction of fitted values
2018-01-29 16:26:46 +01:00
4bbfb35a6e
sur: fix bug in printing
2018-01-29 15:36:56 +01:00
812dcae89d
sur: fix bug in parameter indices
2018-01-29 15:26:28 +01:00
13a30a0a4e
add a new case for ratios between endogenous variables, like trade balance to GDP.
2018-01-27 10:37:31 +01:00
b3bcd2c8b0
bug fixes: wrong name of field fig_name and properly using user defined fig_name
2018-01-27 10:37:31 +01:00
5e7256daeb
Bug fixes after changes in the options structures for shock decompositions.
2018-01-27 10:37:31 +01:00
cbc0cdfef8
Fix bug in multivariate Kalman smoother when observations are missing
...
The singularity branch did not correctly account for the switching number of observables
2018-01-26 23:13:45 +01:00
8e73289fe5
read_variables.m: consistently account for variables being stored as cell array
2018-01-26 12:29:03 +01:00
74fc7cc078
Copyright header fix.
2018-01-26 12:01:07 +01:00
c4f1958690
Cosmetic changes + Copyright headers fixes.
2018-01-26 12:00:27 +01:00
b933a440bf
Add debugging info to Kalman filter routines
2018-01-26 11:47:39 +01:00
b9741548b0
As we do for the smoother, check the rank of Pinf only for the observables (i.e. using Z*Pinf*Z')
2018-01-26 11:47:39 +01:00
cf8213f7a0
fix to the Kitigawa transformation that allows to reduce the computing time of the likelihood in large models, with a lot of static variables, by 30-50%.
...
This fixes the bug in e97e5c34072f9dc09285#1312 .
2018-01-26 11:47:39 +01:00
60efdd49bb
disp_steady_state.m: Use character array to make sure alignment in display of steady state is right
2018-01-26 11:45:54 +01:00
a418a04249
model_diagnostics.m: bugfix after transition to cell arrays
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disp does not work with cell
2018-01-26 11:45:54 +01:00
c671b78952
plot_contributions: if getEquationsByTags returns an empty jsonmodel, we know that no equation was found with `equationname` so simplify check
2018-01-25 15:57:50 +01:00
8f66bc97eb
fix header in plot_contributions
2018-01-25 15:53:31 +01:00
b3d05e84df
fix bug in plot_contributions
2018-01-25 15:53:02 +01:00
683c89de43
SUR: add option to estimate certain parameters
2018-01-25 15:45:26 +01:00
9fadf19bc2
Add -accepteula flag to psexec call
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Prevents freezing if dialog has not been opened before
2018-01-25 11:45:41 +01:00
ec3fb76aa7
posterior_sampler: Fix naming error that crashes parallel estimation
2018-01-25 11:45:41 +01:00
2647f258d4
Cosmetic changes (code factorization).
2018-01-25 11:34:54 +01:00
4c7960fbdc
AnalyseComputationalEnvironment.m: print out command that caused error as well as system response
2018-01-25 10:49:58 +01:00
ef797eec0f
mode_check.m: account for case where bounds are infinite and not plots are shown
2018-01-24 23:21:10 +01:00
c7a860e6b6
Fixed bug in interactive choice of the endogenous variables.
...
Bug introduced when we replaced the character arrays by cell of row character
arrays. Closes #1577 .
2018-01-24 18:22:45 +01:00
28b499af3b
Filter out cases where stochastic_solvers.m is called at higher order without k_order_solver
2018-01-24 17:50:42 +01:00
21fe74d8e3
dyn_ols: fix bug in sample range
2018-01-24 17:27:29 +01:00
f3f820135a
getEquationsByTags: aesthetic fix
2018-01-24 17:27:29 +01:00
ad0bff3771
Added comments.
2018-01-24 17:24:21 +01:00
99e4cb6e7e
evaluate_steady_state_file.m: Condition call to str2func on function being present
...
Workaround for Octave bug https://savannah.gnu.org/bugs/?52568
2018-01-24 17:21:16 +01:00
76d05aea57
Merge branch 'pr#1583'
2018-01-24 16:38:37 +01:00
e6cc7d6a7f
Rewrote header.
2018-01-24 15:59:47 +01:00
145f1e7b1c
Streamlined code by removing unnecessary conditions.
2018-01-24 15:59:04 +01:00
4608e6b2cd
Updated dseries submodule (fixes and new routines for the FAME interface).
2018-01-24 14:35:33 +01:00
bdb171ad44
Fixed bug on endo_names' type (cell versus char array).
2018-01-22 11:44:30 +01:00
92549e48b1
Make demean.m use nanmean
...
Otherwise estimation with missing observations and prefilter option will crash
2018-01-20 08:26:00 +01:00
e333f8970d
fix comments
2018-01-19 14:41:28 +01:00
c9b787f684
pooled_sur_common: fix error messages
2018-01-19 12:52:40 +01:00
c42311de12
simplify getEquationsByTags
2018-01-19 12:51:51 +01:00
c17f648b39
pooled_ols: remove unnecessary call to dbstack
2018-01-19 11:38:13 +01:00
34cf18a96a
dyn_ols: fix bug in assignment to M_.params
2018-01-18 17:22:23 +01:00
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
ad1d779559
pooled_ols: only return argument if called from pooled_fgls
2018-01-17 12:57:58 +01:00
b0b75d1c2c
pooled_ols: simplify calling structure
2018-01-17 12:50:22 +01:00
d392738412
pooled_ols, pooled_fgls: add eqtags option
2018-01-17 12:45:44 +01:00
ead8e1011a
sur, surgibbs: add possibility to select subset of equations
2018-01-16 18:42:15 +01:00
8f738d9eb4
get_ar_matrices: improve assertion
2018-01-16 17:45:52 +01:00
702ffb207e
get_ar_matrices: simplify code
2018-01-16 17:05:07 +01:00
d5ace05281
dyn_ols: take care of trailing underscore when LHS var ends with )
2018-01-16 16:33:15 +01:00
f01210085f
dyn_ols: control the number of input arguments
2018-01-16 16:13:38 +01:00
7a4c9a64c3
introduce function to get autoregressive matrices for specified equations
2018-01-15 23:01:58 +01:00
055ffb0b9e
Added second input argument to missing/nanmean routine.
...
This additional argument is optional and can be used to specify along which
dimension the mean has to be computed.
Fixes the bug introduced in b4204f8b9e
2018-01-13 00:10:50 +01:00
82a01c251e
surgibbs: add thinning option
2018-01-12 14:43:39 +01:00
23a251e7d7
plot_contributions: fix bug
2018-01-12 12:04:58 +01:00
aceeef876b
ols: modify ols-style estimation routines to account for change in 7be8f10e0e
2018-01-12 11:45:50 +01:00
ec35210e06
- bug fix for when NO parameter is detected below pvalue threshold
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- fix to the case when no plot is done when there are too few behavioral/non-behavioral runs [as it already happens when one of the two sets is empty]
- added more explicit messages on screen
2018-01-12 10:04:57 +01:00
b4204f8b9e
Make sure that mean and covariance of data are correctly computed with only one observation
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Need to always compute mean along first dimension
(cherry picked from commit 2d371b1997f5fa07fcbbf47e5923d7817d07c6b9)
2018-01-12 09:48:14 +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
f4867d30b1
Cosmetic changes and fixed cell/chararray issues.
2018-01-10 17:14:59 +01:00
f4b25efc5a
bug fix with initial_date for conditional shock decomposition
2018-01-10 15:12:39 +01:00
a63bc5b7f0
fixed bugs with dating of AOA decompositions
2018-01-10 15:12:39 +01:00
3e589d2440
Bug fixes in
...
1) definition of annualized_realtime_conditional_shock_decomposition
2) making plots when vintage is not Q4. The latter required some restructuring and factorization of the code
2018-01-10 15:12:39 +01:00
6c5fc8d0fe
new options fast_realtime, that runs the smoother only twice: for the last in-sample and for the last out-of-sample data points.
2018-01-10 15:10:55 +01:00
fd8a69d97b
bug fix in setting realtime_conditional_shock_decomposition field
2018-01-10 15:06:13 +01:00
a04b2876f2
bug fixes:
...
- set xind_tick for very short time intervals in plots
- provisions for change in behavior of matlab bar function since R2017b
2018-01-10 15:06:13 +01:00
5d6b688f38
Bug fixes:
...
- wrong output list of evaluate_smoother (M missing_)
- realtime option must be forced to be zero
- wrong name of option fig_names
2018-01-10 15:06:13 +01:00
45166aba81
Bug fix for undefined yr variable
2018-01-10 13:14:27 +01:00
dfcb9df58d
Changed the type of the variable returned by list_of_parameters_calibrated_as_{Inf,NaN}.
2018-01-10 10:35:17 +01:00
270246acb0
dynare_estimation_init.m: Add debugging info on NaN and Inf parameters
2018-01-10 10:21:23 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
61ff77c7ba
fix typos
2018-01-05 17:19:33 +01:00
c1de50bbc2
surgibbs: draft change and test
2018-01-05 17:13:46 +01:00
27819954d0
fix typo
2018-01-05 15:13:58 +01:00
09444882aa
sur: bug fix, missing chol
2017-12-18 09:01:09 -05:00
875b1eec22
sur: change output type for sur gibbs
2017-12-18 08:35:04 -05:00
a07b61909c
Fixed bug (substitutions in equations).
2017-12-15 09:14:14 +01:00
fd721719e5
surgibbs: remove varargin which was never used
2017-12-14 11:21:39 +01:00
981ec0089f
pooled_sur_common: add comments
2017-12-13 12:29:42 +01:00
8ab317b302
pooled_ols_common: fix corner case
2017-12-13 12:07:48 +01:00
cd7658541a
sur: handle case of constrained parameter
2017-12-12 13:07:25 +01:00
792d452938
sur: update with changes recently made to pooled_ols
2017-12-12 12:37:45 +01:00
c82fc11f8b
dyn_ols/pooled_ols: check residuals
2017-12-11 14:35:55 +01:00
adede1755e
pooled_ols: remove unnecessary call to cellstr()
2017-12-08 15:29:34 +01:00
8541579d48
pooled_ols: support endogenous without parameters on RHS
2017-12-08 14:53:39 +01:00
3c62bd63cf
pooled_ols: cover corner case
2017-12-07 16:49:11 +01:00
aa058bdcbc
getEquationsByTags: handle case when tags are passed that are not found
2017-12-07 15:02:49 +01:00
edc38fea3f
dyn_ols: reference tag name in printing if available
2017-12-07 14:41:22 +01:00
99344e0bcf
getStrMoveLeft: bug: missing ‘-‘ when present
2017-12-07 11:56:19 +01:00
c28c4d3cd6
dyn_ols: take care of corner case where parameter is between two endogenous variables
2017-12-07 10:27:04 +01:00
9744f2b85a
fix bugs in getStrMoveRight, getStrMoveLeft
2017-12-06 15:20:00 +01:00
e3bc725027
Merge pull request #1574 from JohannesPfeifer/octave_prior
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Make Octave error message more constructive and informative
2017-12-05 00:14:45 +01:00
2e69ae22ff
Make Octave error message more constructive and informative
...
See the discussion at http://savannah.gnu.org/bugs/?52569
2017-12-02 21:28:25 +01:00
93a0351afb
Merge pull request #1569 from JohannesPfeifer/cosmetic
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Cosmetic fix to error message
2017-12-01 15:04:43 +01:00
ce4d8c3544
Cosmetic fix to error message
2017-11-28 10:27:43 +01:00
5537c26292
Fixed parenthesis in regular expression.
2017-11-23 15:30:53 +01:00
b3d399e901
Add diffuse_filter as option to dynare_sensitivity
2017-11-22 16:25:29 +01:00
028416ad2f
pooled_ols: return early if being called from pooled_fgls
2017-11-21 16:06:37 +01:00
8a0ff842cc
pooled_fgls: remove useless test
2017-11-21 15:43:44 +01:00
93ba186389
dyn_ols: read sample range from equation tag
2017-11-20 16:13:39 +01:00
494159e4d4
dyn_ols: clean up calling structure
2017-11-20 15:27:37 +01:00
3721e7c47e
sur: return varargout outputs to work with surgibbs.m
2017-11-20 14:45:12 +01:00
9f7d3383e2
pooled_ols: support observed exogenous variables
2017-11-20 12:51:45 +01:00
4bf73f3b05
dyn_ols: add noprint option
2017-11-17 15:53:46 +01:00
832558cbbe
pooled_fgls: clean up comment
2017-11-17 15:50:25 +01:00
3cd4e732d3
SUR with test
2017-11-17 15:50:22 +01:00
0301029a17
pooled_fgls: make calculation of Sigma_e more efficient
2017-11-17 12:31:55 +01:00
80feaeae25
pooled_fgls: fix typo in saved covariance matrix name
2017-11-17 12:31:55 +01:00
0c17d52adc
pooled_fgls: fix bug in Sigma_e
2017-11-17 12:31:55 +01:00
bf0596215c
pooled_ols: simplify code
2017-11-17 12:31:55 +01:00
71b187e0a2
pooled_ols: fix typo
2017-11-17 12:31:55 +01:00
9be04a449f
submodule update: dates
2017-11-17 10:29:29 +01:00
af4d0bc9f5
Make backward model IRF routine also return the impulses.
...
- In the second output argument (a dseries object) where we store the baseline
scenario for the endogenous variables we add the baseline for the exogenous
variables).
- In the third output argument (a structure of dseries objects, one field per
shock scenario), we also store the impulses considered for generating the
IRFs.
(cherry picked from commit 6e527b467d
2017-11-16 18:01:38 +01:00
6e527b467d
Make backward model IRF routine also return the impulses.
...
- In the second output argument (a dseries object) where we store the baseline
scenario for the endogenous variables we add the baseline for the exogenous
variables).
- In the third output argument (a structure of dseries objects, one field per
shock scenario), we also store the impulses considered for generating the
IRFs.
2017-11-16 17:54:00 +01:00
96d716343d
add pooled_fgls (with test)
2017-11-16 17:23:07 +01:00
9f94bcf825
Fixed bug (lags on exogenous variables greater than one).
2017-11-15 17:28:07 +01:00
1202208339
Added missing semicolons.
2017-11-15 17:27:23 +01:00
4f475fda5c
Cosmetric changes.
...
- Use function handles where possible.
- Removed debugging display of the first output argument.
2017-11-15 15:49:52 +01:00
b274fd4716
Fixed test on M_.Sigma_e (backward model irf routine).
...
(cherry picked from commit dc670e0199
2017-11-15 15:04:46 +01:00
dc670e0199
Fixed test on M_.Sigma_e (backward model irf routine).
2017-11-15 15:01:34 +01:00
1ef479f8c4
pooled_ols: fix typo
2017-11-14 15:52:09 +01:00
a7b3e17eb5
Updated dseries submodule (fixes horzcat behaviour) and reverted b1499906e5.
2017-11-14 14:55:21 +01:00
a0f089af2d
Updated dseries submodule (fixed horzcat behaviour).
2017-11-14 14:35:41 +01:00
f1db5cd264
dynare command line: fix bug introduced in c258bad2ab
2017-11-14 14:09:15 +01:00
c258bad2ab
dynare command line: be less strict in accepting macros from .mod file
2017-11-14 12:21:48 +01:00
a9ab50c5f9
dyn_ols: rename minus as minusstr, avoiding realignment of matlab function minus()
2017-11-13 17:12:12 +01:00
b1499906e5
dyn_ols: workaround for bug in dseries
2017-11-13 16:58:24 +01:00
8a5e95b0bb
dyn_ols: add estimation range to output
2017-11-13 16:50:55 +01:00
f5bef07232
dyn_ols: add dictionary option for renaming fitted values, save fitted values in dseries, return dseries
2017-11-13 16:46:46 +01:00
cd85a58d73
dyn_ols: error if was not able to evaluate an endogenous variable
2017-11-13 16:46:46 +01:00
1d22d497c6
dyn_ols: simplify logic for determining constant constraints
2017-11-13 12:37:01 +01:00
c958f4ac04
Updated dates and dseries submodules (fixed overloaded struct function issue).
2017-11-12 16:09:20 +01:00
1fce2a3a99
pooled_ols: simplify list of trimmed variable names
2017-11-10 16:42:36 +01:00
1ab83e8cdf
dyn_ols: more specific matches
2017-11-10 15:02:50 +01:00
ad6274a04f
dyn_ols: fix bug in matching sole variable on RHS
2017-11-10 15:01:40 +01:00
fc10d35330
submodule update: dseries
2017-11-10 12:38:08 +01:00
218be82326
plot_contributions: fix typo
2017-11-10 10:37:16 +01:00
edf89bf1d7
backward_model_irf: fix typo
2017-11-10 10:35:12 +01:00
2fda4fa76c
dyn_ols: fix typo
2017-11-09 16:48:30 +01:00
d4574f6c0e
dyn_ols: fix bugs
2017-11-09 16:27:54 +01:00
f0b2fd3d34
dyn_ols: use vobs instead of length
2017-11-09 16:25:52 +01:00
3964511ddc
dyn_ols: fix typo with use of dseries
2017-11-09 15:52:18 +01:00
6d8b224f67
Updated dseries submodules.
2017-11-08 18:33:56 +01:00
de11576951
dyn_ols: allow for constant restrictions on parameters, return Yhat and residuals as dseries
2017-11-08 16:54:39 +01:00
a3217fa15c
dyn_ols: catch leading negatives in computing dseries values
2017-11-07 18:17:44 +01:00
c1c7f868ef
pooled_ols: add residual info to oo_
2017-11-07 14:58:11 +01:00
0d687ca956
fix bug in getStrMoveRight
2017-11-06 10:38:03 +01:00
1f308aef41
fix bug in finding expression in string
2017-11-02 15:45:24 +01:00
4da12aac5e
create ols directory to hold common OLS code
2017-11-02 15:45:20 +01:00
e0b051314b
pooled_ols: bring over improvement recently made to dyn_ols
2017-11-02 14:15:58 +01:00
788910ecd1
pooled_ols: fall back on OLS if 2nd & 3rd arguments are empty
2017-11-02 12:36:00 +01:00
7db320a6c7
pooled_ols: check input arguments
2017-11-02 12:35:30 +01:00
3b01e20fe9
dyn_ols: make name more clear
2017-11-02 12:06:49 +01:00
62cf451084
dyn_ols: estimate all equations if no tags are passed
2017-11-02 12:06:32 +01:00
adbad752b7
dyn_ols: small speed improvement
2017-11-02 11:28:15 +01:00
b7509376e6
dyn_ols: fix bug in string parsing
2017-11-02 11:25:47 +01:00
5f78394bcf
dyn_ols: remove use of strmatch
2017-10-31 16:53:06 +01:00
3b9f0f9fde
dyn_ols: allow for expressions as endogenous variables, find intercept, estimate exogenous variables,
2017-10-31 16:42:34 +01:00
f69d7145e6
dyn_ols: fix bugs
2017-10-30 17:23:18 +01:00
27375f7272
backward_model_irf: remove useless assignment of variables
2017-10-30 11:31:37 +01:00
1397c53438
backward_model_irf: fix typo
2017-10-30 11:28:11 +01:00
b407f50753
dyn_ols: ols that allows for variables at time t on RHS
2017-10-27 13:07:58 +02:00
f07696ea5e
pooled_ols: check dseries input too
2017-10-27 12:25:58 +02:00
61b0277c6a
pooled_ols: check input values
2017-10-27 12:20:16 +02:00
11ebbd7785
pooled_ols: fix typo
2017-10-27 12:07:55 +02:00
ce9ac69ef2
pooled_ols: simplify code
2017-10-27 11:55:44 +02:00
5f545ef3ac
pooled_ols: simplify indexing of parameters
2017-10-27 11:42:30 +02:00
6d0f0127b2
pooled_ols: fix typo
2017-10-26 11:57:39 +02:00
Houtan Bastani
Sébastien Villemot
Stéphane Adjemian(Charybdis)
Johannes Pfeifer
Marco Ratto
Marco Ratto
Houtan