Provisions for conditional likelihhod estimation.

master
Stéphane Adjemian (Guts) 2023-01-06 12:17:02 +01:00
parent 0bc1539f45
commit 4348f4d57f
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
2 changed files with 5 additions and 1 deletions

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@ -91,6 +91,7 @@ class ParsingDriver;
%token HISTVAL HISTVAL_FILE HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID FILTERED_THEORETICAL_MOMENTS_GRID HYBRID ONE_SIDED_HP_FILTER
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT INFILE INVARS
%token <string> INT_NUMBER
%token CONDITIONAL_LIKELIHOOD
%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS IRF_PLOT_THRESHOLD IRF_CALIBRATION
%token FAST_KALMAN_FILTER KALMAN_ALGO KALMAN_TOL DIFFUSE_KALMAN_TOL SCHUR_VEC_TOL SUBSAMPLES OPTIONS TOLF TOLX PLOT_INIT_DATE PLOT_END_DATE
%token LAPLACE LIK_ALGO LIK_INIT LINEAR LINEAR_DECOMPOSITION LOAD_IDENT_FILES LOAD_MH_FILE LOAD_RESULTS_AFTER_LOAD_MH LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV LINEAR_APPROXIMATION
@ -121,7 +122,7 @@ class ParsingDriver;
%token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT PLANNER_DISCOUNT_LATEX_NAME
%token DISCRETIONARY_POLICY DISCRETIONARY_TOL EVALUATE_PLANNER_OBJECTIVE
%token OCCBIN_SETUP OCCBIN_SOLVER OCCBIN_WRITE_REGIMES OCCBIN_GRAPH SIMUL_MAXIT LIKELIHOOD_MAXIT SMOOTHER_MAXIT SIMUL_PERIODS LIKELIHOOD_PERIODS SMOOTHER_PERIODS
%token SIMUL_CURB_RETRENCH LIKELIHOOD_CURB_RETRENCH SMOOTHER_CURB_RETRENCH SIMUL_CHECK_AHEAD_PERIODS SIMUL_MAX_CHECK_AHEAD_PERIODS SIMUL_RESET_CHECK_AHEAD_PERIODS
%token SIMUL_CURB_RETRENCH LIKELIHOOD_CURB_RETRENCH SMOOTHER_CURB_RETRENCH SIMUL_CHECK_AHEAD_PERIODS SIMUL_MAX_CHECK_AHEAD_PERIODS SIMUL_RESET_CHECK_AHEAD_PERIODS
%token LIKELIHOOD_CHECK_AHEAD_PERIODS LIKELIHOOD_MAX_CHECK_AHEAD_PERIODS SMOOTHER_CHECK_AHEAD_PERIODS SMOOTHER_MAX_CHECK_AHEAD_PERIODS
%token SIMUL_DEBUG SMOOTHER_DEBUG SIMUL_PERIODIC_SOLUTION LIKELIHOOD_PERIODIC_SOLUTION SMOOTHER_PERIODIC_SOLUTION
%token LIKELIHOOD_INVERSION_FILTER SMOOTHER_INVERSION_FILTER FILTER_USE_RELEXATION
@ -2179,6 +2180,7 @@ estimation_options : o_datafile
| o_moments_varendo
| o_contemporaneous_correlation
| o_filtered_vars
| o_conditional_likelihood
| o_fast_kalman_filter
| o_kalman_algo
| o_kalman_tol
@ -3668,6 +3670,7 @@ o_load_results_after_load_mh : LOAD_RESULTS_AFTER_LOAD_MH { driver.option_num("l
o_loglinear : LOGLINEAR { driver.option_num("loglinear", "true"); };
o_linear_approximation : LINEAR_APPROXIMATION { driver.option_num("linear_approximation", "true"); };
o_logdata : LOGDATA { driver.option_num("logdata", "true"); };
o_conditional_likelihood : CONDITIONAL_LIKELIHOOD {driver.option_num("conditional_likelihood.status", "true"); };
o_nodiagnostic : NODIAGNOSTIC { driver.option_num("nodiagnostic", "true"); };
o_bayesian_irf : BAYESIAN_IRF { driver.option_num("bayesian_irf", "true"); };
o_dsge_var : DSGE_VAR EQUAL non_negative_number

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@ -380,6 +380,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>constant {return token::CONSTANT;}
<DYNARE_STATEMENT>noconstant {return token::NOCONSTANT;}
<DYNARE_STATEMENT>filename {return token::FILENAME;}
<DYNARE_STATEMENT>conditional_likelihood {return token::CONDITIONAL_LIKELIHOOD;}
<DYNARE_STATEMENT>diffuse_filter {return token::DIFFUSE_FILTER;}
<DYNARE_STATEMENT>plot_priors {return token::PLOT_PRIORS;}
<DYNARE_STATEMENT>aim_solver {return token::AIM_SOLVER;}