function matched_moments = matched_moments_block(matched_moments, mom_method) % function matched_moments = matched_moments_block(matched_moments, mom_method) % ------------------------------------------------------------------------- % Checks and transforms matched_moments bock for further use in the estimation % ========================================================================= % INPUTS % matched_moments: [cell array] original matched_moments block % mom_method: [string] method of moments method (GMM or SMM) % ------------------------------------------------------------------------- % OUTPUT % matched_moments: [cell array] transformed matched_moments block % ------------------------------------------------------------------------- % This function is called by % o mom.run % ========================================================================= % Copyright © 2023 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . % ========================================================================= matched_moments_orig = matched_moments; % higher-order product moments not supported yet for GMM if strcmp(mom_method, 'GMM') && any(cellfun(@sum,matched_moments(:,3))> 2) error('method_of_moments: GMM does not yet support product moments higher than 2. Change your ''matched_moments'' block!'); end % check for duplicate moment conditions for jm = 1:size(matched_moments,1) % expand powers to vector of ones if any(matched_moments{jm,3}>1) tmp1=[]; tmp2=[]; tmp3=[]; for jjm=1:length(matched_moments{jm,3}) tmp1 = [tmp1 repmat(matched_moments{jm,1}(jjm),[1 matched_moments{jm,3}(jjm)]) ]; tmp2 = [tmp2 repmat(matched_moments{jm,2}(jjm),[1 matched_moments{jm,3}(jjm)]) ]; tmp3 = [tmp3 repmat(1,[1 matched_moments{jm,3}(jjm)]) ]; end matched_moments{jm,1} = tmp1; matched_moments{jm,2} = tmp2; matched_moments{jm,3} = tmp3; end % shift time structure to focus only on lags matched_moments{jm,2} = matched_moments{jm,2} - max(matched_moments{jm,2}); % sort such that t=0 variable comes first [matched_moments{jm,2},idx_sort] = sort(matched_moments{jm,2},'descend'); matched_moments{jm,1} = matched_moments{jm,1}(idx_sort); matched_moments{jm,3} = matched_moments{jm,3}(idx_sort); end % find duplicate rows in cell array by making groups according to powers as we can then use cell2mat for the unique function powers = cellfun(@sum,matched_moments(:,3))'; UniqueMomIdx = []; for jpow = unique(powers) idx1 = find(powers==jpow); [~,idx2] = unique(cell2mat(matched_moments(idx1,:)),'rows'); UniqueMomIdx = [UniqueMomIdx idx1(idx2)]; end % remove duplicate elements DuplicateMoms = setdiff(1:size(matched_moments_orig,1),UniqueMomIdx); if ~isempty(DuplicateMoms) fprintf('Duplicate declared moments found and removed in ''matched_moments'' block in rows:\n %s.\n',num2str(DuplicateMoms)) fprintf('Dynare will continue with remaining moment conditions\n'); end if strcmp(mom_method, 'SMM') % for SMM: keep the original structure, but get rid of duplicate moments matched_moments = matched_moments_orig(sort(UniqueMomIdx),:); elseif strcmp(mom_method, 'GMM') % for GMM we use the transformed matched_moments structure matched_moments = matched_moments(sort(UniqueMomIdx),:); end