135 lines
4.4 KiB
Modula-2
135 lines
4.4 KiB
Modula-2
% Test translation from matched_moments block to M_.matched_moments
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@#define estimParams = 0
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@#define MoM_Method = "SMM"
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@#define NoEstim = 1
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@#define Extended_Matched_Moments_Checks
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@#include "AnScho_MoM_common.inc"
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% get indices in declaration order
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iYGR = strmatch('YGR', M_.endo_names,'exact');
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iINFL = strmatch('INFL', M_.endo_names,'exact');
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iINT = strmatch('INT', M_.endo_names,'exact');
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% M_.matched_moments has the following structure:
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% - first entry: index number of variable in declaration order
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% - second entry: lead or lag
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% - third entry: power
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matched_moments_orig = {
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%first-order product moments
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[iYGR ] [0 ], [1];
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[iYGR ] [-1], [1];
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[iYGR ] [0 ], [1];
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[iYGR ] [0 ], [1];
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[iYGR ] [0 ], [1];
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[iINFL ] [2 ], [1];
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[iINT ] [-2], [1];
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[iINT ] [2 ], [1];
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%second-order contemporenous product moments
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[iYGR ] [0 ], [2 ];
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[iYGR ] [-1 ], [2 ];
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[iYGR iYGR ] [0 0], [1 1];
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[iYGR iYGR ] [1 1], [1 1];
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[iYGR iINFL] [0 0], [1 1];
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[iYGR iINFL] [0 0], [1 1];
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[iINT iYGR ] [2 2], [1 1];
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[iINT iYGR ] [2 2], [1 1];
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[iINT iYGR ] [2 2], [1 1];
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[iINT iYGR ] [2 2], [1 1];
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[iINFL iINFL] [-2 -2], [1 1];
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[iINFL iINT ] [-1 -1], [1 1];
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[iINT iINT ] [0 0], [1 1];
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[iINT iINT ] [0 0], [1 1];
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%second-order temporal product moments
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[iYGR iYGR ] [0 -1], [1 1];
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[iYGR iYGR ] [2 3], [1 1];
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[iYGR iYGR ] [2 3], [1 1];
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[iYGR iYGR ] [-1 -2], [1 1];
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[iINT iINT ] [-2 3], [1 1];
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[iINFL iINFL] [0 2], [1 1];
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[iYGR iINFL] [5 -3], [1 1];
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[iYGR iINFL] [5 -3], [1 1];
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[iINT iINFL] [2 3], [1 1];
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[iYGR ] [0 ], [3 ];
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[iYGR iYGR ] [-3 -3 ], [1 2 ];
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[iYGR iYGR ] [-3 -3 ], [1 2 ];
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[iYGR iYGR iYGR] [0 0 0], [1 1 1];
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[iINT iINFL ] [-2 -1 ], [2 4 ];
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[iINFL iINT ] [1 0 ], [4 2 ];
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[iINFL iINT ] [1 0 ], [4 2 ];
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% [iYGR iINFL iINT] [0 -3 5], [2 4 6];
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% [iINFL iYGR iINT] [-3 0 5], [4 2 6];
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% [iINFL iYGR iINT] [-3 0 5], [4 2 6];
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};
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% Removed duplicate moment conditions
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matched_moments_no_duplicate= {
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%first-order product moments
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[iYGR ] [0 ], [1];
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% [iYGR ] [-1], [1];
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% [iYGR ] [0 ], [1];
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% [iYGR ] [0 ], [1];
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% [iYGR ] [0 ], [1];
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[iINFL ] [2 ], [1];
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[iINT ] [-2], [1];
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% [iINT ] [2 ], [1];
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%second-order contemporenous product moments
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[iYGR ] [0 ], [2 ];
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% [iYGR ] [-1 ], [2 ];
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% [iYGR iYGR ] [0 0], [1 1];
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% [iYGR iYGR ] [1 1], [1 1];
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[iYGR iINFL] [0 0], [1 1];
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% [iYGR iINFL] [0 0], [1 1];
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[iINT iYGR ] [2 2], [1 1];
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% [iINT iYGR ] [2 2], [1 1];
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% [iINT iYGR ] [2 2], [1 1];
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% [iINT iYGR ] [2 2], [1 1];
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[iINFL iINFL] [-2 -2], [1 1];
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[iINFL iINT ] [-1 -1], [1 1];
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[iINT iINT ] [0 0], [1 1];
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% [iINT iINT ] [0 0], [1 1];
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%second-order temporal product moments
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[iYGR iYGR ] [0 -1], [1 1];
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% [iYGR iYGR ] [2 3], [1 1];
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% [iYGR iYGR ] [2 3], [1 1];
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% [iYGR iYGR ] [-1 -2], [1 1];
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[iINT iINT ] [-2 3], [1 1];
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[iINFL iINFL] [0 2], [1 1];
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[iYGR iINFL] [5 -3], [1 1];
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% [iYGR iINFL] [5 -3], [1 1];
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[iINT iINFL] [2 3], [1 1];
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[iYGR ] [0 ], [3 ];
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% [iYGR iYGR ] [-3 -3 ], [1 2 ];
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% [iYGR iYGR ] [-3 -3 ], [1 2 ];
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% [iYGR iYGR iYGR] [0 0 0], [1 1 1];
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[iINT iINFL ] [-2 -1 ], [2 4 ];
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% [iINFL iINT ] [1 0 ], [4 2 ];
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% [iINFL iINT ] [1 0 ], [4 2 ];
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% [iYGR iINFL iINT] [0 -3 5], [2 4 6];
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% [iINFL iYGR iINT] [-3 0 5], [4 2 6];
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% [iINFL iYGR iINT] [-3 0 5], [4 2 6];
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};
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if ~isequal(M_.matched_moments_orig,matched_moments_orig)
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error('Translation to matched_moments-block failed!')
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else
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fprintf('Translation to matched_moments-block successful!\n\n')
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end
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if ~isequal(M_.matched_moments,matched_moments_no_duplicate)
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error('Removal of duplicate moment conditions failed!')
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else
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fprintf('Removal of duplicate moment conditions was successful!\n\n')
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end
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