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Add no_init_estimation_check_first_obs option to estimation 

Ref. dynare!1839
issue#70
Sébastien Villemot 2021-05-07 17:41:05 +02:00
parent 337b6f469c
commit 80e1090257
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GPG Key ID: 2CECE9350ECEBE4A
2 changed files with 4 additions and 1 deletions
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4
src/DynareBison.yy
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@ -164,7 +164,7 @@ class ParsingDriver;
%token MAX_REPEATED_OPTIMIZATION_RUNS FUNCTION_CONVERGENCE_CRITERION SAVE_REALTIME
%token PARAMETER_CONVERGENCE_CRITERION NUMBER_OF_LARGE_PERTURBATIONS NUMBER_OF_SMALL_PERTURBATIONS
%token NUMBER_OF_POSTERIOR_DRAWS_AFTER_PERTURBATION MAX_NUMBER_OF_STAGES
%token RANDOM_FUNCTION_CONVERGENCE_CRITERION RANDOM_PARAMETER_CONVERGENCE_CRITERION
%token RANDOM_FUNCTION_CONVERGENCE_CRITERION RANDOM_PARAMETER_CONVERGENCE_CRITERION NO_INIT_ESTIMATION_CHECK_FIRST_OBS
/* Method of Moments */
%token METHOD_OF_MOMENTS MOM_METHOD
%token BARTLETT_KERNEL_LAG WEIGHTING_MATRIX WEIGHTING_MATRIX_SCALING_FACTOR ANALYTIC_STANDARD_ERRORS ANALYTIC_JACOBIAN PENALIZED_ESTIMATOR VERBOSE
@ -2016,6 +2016,7 @@ estimation_options : o_datafile
| o_diagonal_only
| o_occbin_likelihood
| o_occbin_smoother
| o_no_init_estimation_check_first_obs
;
name_value_pair : QUOTED_STRING COMMA QUOTED_STRING
@ -3714,6 +3715,7 @@ o_use_shock_groups : USE_SHOCK_GROUPS { driver.option_str("plot_shock_decomp.use
;
o_colormap : COLORMAP EQUAL symbol { driver.option_num("plot_shock_decomp.colormap",$3); };
o_icd_colormap : COLORMAP EQUAL symbol { driver.option_num("initial_condition_decomp.colormap",$3); };
o_no_init_estimation_check_first_obs : NO_INIT_ESTIMATION_CHECK_FIRST_OBS { driver.option_num("no_init_estimation_check_first_obs", "true"); };
// Some options to "method_of_moments"
o_bartlett_kernel_lag : BARTLETT_KERNEL_LAG EQUAL INT_NUMBER { driver.option_num("mom.bartlett_kernel_lag", $3); };

1
src/DynareFlex.ll
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@ -436,6 +436,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>occbin_likelihood {return token::OCCBIN_LIKELIHOOD;}
<DYNARE_STATEMENT>occbin_smoother {return token::OCCBIN_SMOOTHER;}
<DYNARE_STATEMENT>first_simulation_period {return token::FIRST_SIMULATION_PERIOD;}
<DYNARE_STATEMENT>no_init_estimation_check_first_obs {return token::NO_INIT_ESTIMATION_CHECK_FIRST_OBS;}
<DYNARE_STATEMENT>alpha {
yylval->build<string>(yytext);