4798c07ced
Avoid infinite loop in pac.estimation.iterative_ols().
2019-03-05 07:21:08 +01:00
59ab4f4b34
update tests
2019-03-04 15:08:19 +01:00
01c5d2a90c
add model_name option to ols-style routines
2019-03-04 11:15:51 +01:00
e4888c0775
pooled_ols: use varargout instead of oo_ to pass values back to pooled_fgls
2019-03-04 11:15:51 +01:00
f443037ed3
fix argument checking in pooled_ols
2019-03-04 11:15:51 +01:00
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
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
21e6260011
Cosmetic, strmatch() -> find(strcmp()).
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[skip ci]
(cherry picked from commit 580939d70b
2019-02-28 21:24:17 +01:00
fd98e83d78
Adapted integration tests for 8e60ded.
2019-02-28 16:23:04 +01:00
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
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
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
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
3aa977600c
Allow arbitrary unary operator, not only log().
2019-02-28 09:30:03 +01:00
1775869bbd
Avoid infinite loop.
2019-02-28 09:24:12 +01:00
8e60ded1bd
Write the growth correction term in a separate file.
2019-02-27 22:26:07 +01:00
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
6500099f4e
Removed debugging display.
2019-02-27 15:08:49 +01:00
379431b05b
Added integration test.
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Check that the content of pac.[pacmodel].equations.[eqtag].non_optimizing_behaviour.vars is correct.
2019-02-27 14:22:59 +01:00
075a6b7db5
sur, surgibbs: following change in `067fc9cc5a5b01e9a04209850f08ecbf3bd0a2b1` pidxs no longer needed as output from sur.m
2019-02-26 17:01:33 +01:00
067fc9cc5a
surgibbs: fix bug in assigning back to M_.params
2019-02-26 16:56:20 +01:00
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
d6c5618a74
surgibbs: fix bug in param values output
2019-02-26 15:42:51 +01:00
0cd18c3841
create include files for estimated parameters
2019-02-26 15:42:51 +01:00
0c8867cbad
fix typo
2019-02-26 12:52:38 +01:00
445f88df55
Fixed PAC/MCE with non optimizing behaviour.
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Alse added integration tests for PAC/MCE.
2019-02-25 23:07:57 +01:00
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
1aa7f4a93f
Added PAC with Model Consistent Expectations.
2019-02-25 17:31:58 +01:00
ac09ab9dbf
Removed useless condition.
2019-02-25 17:31:58 +01:00
030737b9c0
sur: fix input checks
2019-02-25 14:23:48 +01:00
4399972a2d
sur: add noniterative option
2019-02-25 14:23:48 +01:00
0af3068569
Handle situations where a PAC model is used in more than one equation.
2019-02-22 17:58:24 +01:00
4943bf5fd1
Updated integration tests fro trend component models.
2019-02-21 12:52:12 +01:00
dfb62e4ebc
Fixed models with fewer targets than EC equations.
2019-02-21 12:52:12 +01:00
c96f55309d
Fixed typo.
2019-02-21 12:52:12 +01:00
6e7a2e2c20
Fixed ordering of the targets.
2019-02-21 12:52:12 +01:00
a7165e2c12
fix tests
2019-02-19 12:34:30 +01:00
eb52cc9953
preprocessor: submodule update
2019-02-14 17:41:07 +01:00
8f1aef3f57
get_companion_matrix: evalin base not necessary
2019-02-14 12:19:34 +01:00
b92b342c7b
sur, pooled_fgls: user inv(chol()) instead of chol(inv())
2019-02-14 10:55:08 +01:00
db8638ec97
pooled_fgls: use iterative method and fix bug in M_.Sigma_e
2019-02-13 15:57:06 +01:00
9391a770b1
sur: fix bug in setting M_.Sigma_e entries
2019-02-13 15:57:06 +01:00
29c3a86c81
sur: move to iterative method
2019-02-13 15:57:06 +01:00
3e3f8fbfbc
Cosmetic changes.
2019-02-13 15:19:19 +01:00
468d0f5ae5
Added integration test (IRFs of backward models).
2019-02-13 15:19:18 +01:00
3cfd588d3f
Allow initialization with histval block.
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[skip ci]
(cherry picked from commit e9688560f6
2019-02-13 15:19:18 +01:00
beb7d42d74
Initialize IRFs with histval (second approach).
2019-02-13 15:19:18 +01:00
98591af846
sur: update M_.Sigma_e using estimated parameters
2019-02-12 19:57:44 +01:00
a110896483
Revert "sur: fix bug with M_.Sigma_e"
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This reverts commit 9c76b1da51
2019-02-12 19:07:55 +01:00
fe4fb7df2d
sur: modify error message
2019-02-12 17:03:11 +01:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Stéphane Adjemia (Scylla)