ff7792a728
The variance prior for BVAR "à la Sims" with only one lag is inconsistent; the
...
solution implemented consists of adding one extra observation in the presample
used to compute the prior; as a consequence, the numerical results for all
estimations will be slightly different in future releases (thanks to Marek
Jarociński for spotting this)
2011-09-08 18:09:21 +02:00
1b4dcdd7f1
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
ef26fe0034
Removed obsolete help message
2011-09-08 16:12:31 +02:00
bf40c11a35
Removed spurious file
2011-09-08 16:07:59 +02:00
1e04330fe8
Added dynDates class.
2011-09-05 18:57:42 +02:00
b923ccd4e8
Added dynTime class.
2011-09-05 18:57:42 +02:00
ada3eec81b
Added matlab routine to iterate on the state equation approximated at order 2 (needed for nonlinear filters).
2011-09-05 18:57:42 +02:00
a792f3f0b3
Updated internal documentation (new format).
2011-09-05 18:57:42 +02:00
c0faa2ccb8
Fixed bug.
2011-09-05 18:57:42 +02:00
f3652af938
Changed constructor by calling other classes (not yet commited).
2011-09-05 18:57:42 +02:00
a730224031
Added public member.
2011-09-05 18:57:42 +02:00
560800bcc5
Changed the order of the output arguments in kronecker product related mex routines.
2011-09-05 18:57:42 +02:00
9b9fb7df3a
Fixed bug.
2011-09-05 18:57:42 +02:00
3545be0226
Added particle subfolder.
2011-09-05 18:57:42 +02:00
a2b1ce977f
Added documentation
2011-09-05 18:57:42 +02:00
d0fe3c8ae4
New version of the overloaded subsref method (with tests). Still need to be documented.
2011-09-05 18:57:42 +02:00
2c8b71ae05
Fixed bug. The initial date, when not specified by the user, had wrong format.
2011-09-05 18:57:42 +02:00
ff98f65cf6
Changed the name of the third output (conflict with the neperian logarithm function).
2011-09-05 18:57:42 +02:00
8982d49539
Removed subsasgn.m.old
2011-09-05 18:57:42 +02:00
31c6f1c998
Allow horizontal concatenation of an arbitrary number of dynSeries objects.
2011-09-05 18:57:42 +02:00
237744fe7e
Added dynare class for time series.
2011-09-05 18:57:42 +02:00
467c60c51e
Removed trailing spaces.
2011-09-05 18:57:42 +02:00
85e0ca379a
Cosmetic change.
2011-09-05 18:57:42 +02:00
e905ff77c0
Added two new modes for displaying documentation or testing matlab/octave routines.
...
Examples:
dynare --doc <NAME_OF_A_MATLAB_ROUTINE> will display internal documentation of the routine.
dynare --test <NAME_OF_MATLAB_ROUTINE> ... will test the routine(s)
Note that for displaying the internal documentation texinfo must be installed on the system,
because dynare calls makeinfo with --plaintext option.
2011-09-05 18:57:42 +02:00
fe59061e91
Added routine for tests.
2011-09-05 18:57:42 +02:00
5efcf7527d
Added matlab/utilities/tests subfolder.
2011-09-05 18:57:42 +02:00
b9c35234e1
Cosmetic change.
2011-09-05 18:57:42 +02:00
948594c35f
Changed path according to last change in 9ccd794b637309e6f0548228b513689d8543f5c2.
2011-09-05 18:57:41 +02:00
4323653f08
Moved doc subfolder into utilities.
2011-09-05 18:57:41 +02:00
8c49e99ee8
Added internal documentation.
2011-09-05 18:57:41 +02:00
316e16edc2
Changed path for internal documentation routines. Added verbose option (default is verbose==1).
2011-09-05 18:57:41 +02:00
8c4e24769b
Moved some of the routines for internal documentation.
2011-09-05 18:57:41 +02:00
9b00852e25
Added routines for generating internal documentation.
2011-09-05 18:57:41 +02:00
0c61ddc63a
Changed name of the test function for matlab's routines.
2011-09-05 18:57:41 +02:00
8345de43b0
Document oo_.gamma_y, improve description of oo_.autocorr
2011-09-05 15:16:05 +02:00
555c519474
Fix typo in header
2011-09-05 15:16:05 +02:00
77311614e2
Fixed typo.
2011-09-05 12:24:27 +02:00
044d19c5d2
fixed bug in detection of near 0/0 eigenvalues
2011-09-04 14:59:48 +02:00
d91c4ac1a9
Merge remote-tracking branch 'ratto/master'
2011-09-01 17:03:52 +02:00
3c0ebb4cc5
added error for near 0/0 on diagonal of Real Generalized Schur decomposition (info=7) and corrected error in test for singular w1 submatrix, introduced in Sept. 2010.
2011-09-01 11:37:40 +02:00
e3485e8929
Changes around normalizing Jacobians:
...
-) never use normalization for SVD and brute force covariance checks;
-) Jacobians are normalized for checking the rank condition: this should allow for more uniformity in results across models.
2011-09-01 11:18:24 +02:00
884ecb6d6c
Fine tuning of checks of the rank condition
2011-09-01 11:16:42 +02:00
5f3290f7a4
bugfix: sign operator for compiled static file
2011-08-30 16:12:00 +02:00
cf7d1723f4
update gitignore
2011-08-30 16:12:00 +02:00
d7c06ead1e
ms-sbvar bugfix: replace shocks with shocks_per_parameter
2011-08-30 16:12:00 +02:00
d22b86c2d8
clarify error message
2011-08-30 16:11:59 +02:00
49b286957e
Removed trailing whitespaces.
2011-08-30 16:07:02 +02:00
893d2ca2b2
Added comments on plot_conditional_forecast command.
2011-08-30 16:05:15 +02:00
df0edeecf0
Theoretical moments: handle nicely the case where all variables are either constant or non stationary
2011-08-29 17:35:35 +02:00
1f4ea5aaa5
Small bug fixes:
...
thanks to Jesper Linde and Malin Adolfson
2011-08-23 23:20:48 +02:00
Sébastien Villemot
Stéphane Adjemian (Scylla)
Michel Juillard
Marco Ratto
Houtan Bastani