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
698192ab81
fix solow_irf to work with current state of backward_model_irf
2017-12-11 13:44:26 +01:00
adede1755e
pooled_ols: remove unnecessary call to cellstr()
2017-12-08 15:29:34 +01:00
58536c53b3
fix bug in test introduced in 8541579d48
2017-12-08 15:09:37 +01:00
8541579d48
pooled_ols: support endogenous without parameters on RHS
2017-12-08 14:53:39 +01:00
27317d25c5
preprocessor: add option to remove empty lines from macro-expanded mod file. closes #1551
2017-12-07 18:47:21 +01:00
4a6fd427e0
preprocessor: add line number to field in structure that macro variables are saved to. #1564
2017-12-07 18:11:00 +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
...
Make Octave error message more constructive and informative
2017-12-05 00:14:45 +01:00
1d1a91239e
preprocessor: support echomacrovars(save). closes #1564
2017-12-04 16:56:43 +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
8d9de2d522
macroprocessor: add @#echomacrovars command. #1564
2017-12-01 16:55:36 +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
cd48d26d10
Merge pull request #1562 from JohannesPfeifer/gsa_lik_init
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Add diffuse_filter as option to dynare_sensitivity
2017-12-01 11:34:43 +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
33937cb604
add test for pooled_ols
2017-11-16 17:23:10 +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.
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- Use function handles where possible.
- Removed debugging display of the first output argument.
2017-11-15 15:49:52 +01:00
Stéphane Adjemian(Charybdis)
Houtan
Houtan Bastani
Johannes Pfeifer