Commit Graph

5 Commits (e9ffb16ec62b8e6cba2ca1dc84e8c4c65d8a45f0)

Author SHA1 Message Date
Johannes Pfeifer fa04600264 Testsuite: add calls to resid for optimal policy 2021-10-11 18:06:37 +02:00
Sébastien Villemot 177c5c359f
Implement estimation under discretionary optimal policy
Also add a test case.

For the time being, estimating parameters that appear in the discount factor is
not supported.

Ref. #1173
2020-02-03 18:29:45 +01:00
Johannes Pfeifer 9e504a1293 discretionary_policy: Add check whether equation number is consistent with declared number of instruments
Also fixes unit test that violated this.
2015-08-30 11:43:54 +02:00
Michel Juillard 14e5bbcad7 adding syntax checks for discretionary_policy in the preprocessor 2011-03-17 20:13:09 +01:00
Michel Juillard e029d46697 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00