28 lines
576 B
Modula-2
28 lines
576 B
Modula-2
// See fs2000.mod in the examples/ directory for details on the model
|
|
// Tests that stochastic singularity is correctly filtered out
|
|
|
|
@#include "fs2000_het_model.inc"
|
|
|
|
shocks;
|
|
var e_a; stderr 0.014;
|
|
var e_m; stderr 0.005;
|
|
end;
|
|
|
|
steady;
|
|
|
|
check;
|
|
|
|
options_.solve_tolf = 1e-12;
|
|
|
|
heteroskedastic_shocks;
|
|
var e_b;
|
|
periods 100:120;
|
|
values 0.01;
|
|
|
|
var e_a;
|
|
periods 99:120;
|
|
scales 0;
|
|
end;
|
|
|
|
estimation(order=1,datafile='../fsdat_simul',nobs=192,loglinear,mh_replic=0,smoother,filtered_vars,forecast=8,filter_step_ahead=[1:8],consider_all_endogenous,heteroskedastic_filter);
|