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Introduce option consider_all_endogenous_and_auxiliary

4.7
Johannes Pfeifer 2021-07-22 11:37:40 +02:00
parent 2fc8b71ac6
commit 5da01faa74
2 changed files with 4 additions and 1 deletions
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4
src/DynareBison.yy
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@ -79,7 +79,7 @@ class ParsingDriver;
%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN DETAIL_PLOT TYPE
%token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED PROPOSAL_DISTRIBUTION REALTIME VINTAGE
%token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR CUTOFF CYCLE_REDUCTION LOGARITHMIC_REDUCTION
%token COMMA CONSIDER_ALL_ENDOGENOUS CONSIDER_ONLY_OBSERVED INITIAL_CONDITION_DECOMPOSITION
%token COMMA CONSIDER_ALL_ENDOGENOUS CONSIDER_ALL_ENDOGENOUS_AND_AUXILIARY CONSIDER_ONLY_OBSERVED INITIAL_CONDITION_DECOMPOSITION
%token DATAFILE FILE SERIES DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH ENDOGENOUS_PRIOR EXPRESSION
%token FILENAME DIRNAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS FIRST_SIMULATION_PERIOD LAST_OBS
@ -2155,6 +2155,7 @@ estimation_options : o_datafile
| o_irf_plot_threshold
| o_posterior_max_subsample_draws
| o_consider_all_endogenous
| o_consider_all_endogenous_and_auxiliary
| o_consider_only_observed
| o_number_of_particles
| o_particle_filter_options
@ -3955,6 +3956,7 @@ o_use_penalized_objective_for_hessian : USE_PENALIZED_OBJECTIVE_FOR_HESSIAN { dr
o_irf_plot_threshold : IRF_PLOT_THRESHOLD EQUAL non_negative_number { driver.option_num("impulse_responses.plot_threshold", $3); };
o_dr_display_tol : DR_DISPLAY_TOL EQUAL non_negative_number { driver.option_num("dr_display_tol", $3); };
o_consider_all_endogenous : CONSIDER_ALL_ENDOGENOUS { driver.option_str("endo_vars_for_moment_computations_in_estimation", "all_endogenous_variables"); };
o_consider_all_endogenous_and_auxiliary : CONSIDER_ALL_ENDOGENOUS_AND_AUXILIARY { driver.option_str("endo_vars_for_moment_computations_in_estimation", "all_endogenous_and_auxiliary_variables"); };
o_consider_only_observed : CONSIDER_ONLY_OBSERVED { driver.option_str("endo_vars_for_moment_computations_in_estimation", "only_observed_variables"); };
o_no_homotopy : NO_HOMOTOPY { driver.option_num("no_homotopy", "true"); };

1
src/DynareFlex.ll
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@ -677,6 +677,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>solver_periods {return token::SOLVER_PERIODS;}
<DYNARE_STATEMENT>endogenous_prior {return token::ENDOGENOUS_PRIOR;}
<DYNARE_STATEMENT>consider_all_endogenous {return token::CONSIDER_ALL_ENDOGENOUS;}
<DYNARE_STATEMENT>consider_all_endogenous_and_auxiliary {return token::CONSIDER_ALL_ENDOGENOUS_AND_AUXILIARY;}
<DYNARE_STATEMENT>consider_only_observed {return token::CONSIDER_ONLY_OBSERVED;}
<DYNARE_STATEMENT>infile {return token::INFILE;}
<DYNARE_STATEMENT>invars {return token::INVARS;}