Houtan Bastani
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894ff9c1e7
|
MS-SBVAR: rewrite ms_forecast
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2012-03-08 17:54:05 +01:00 |
Houtan Bastani
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fb0b0ae4ce
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MS-SBVAR: rewrite ms_irf
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2012-03-08 17:53:58 +01:00 |
Ferhat Mihoubi
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ffb5119807
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Adds fixed point solvers for Sylvester and Lyapunov equations
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2012-03-06 12:03:23 +01:00 |
Houtan Bastani
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23f9c5e418
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preprocessor: add lik_init to dynare_sensitivity command
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2012-02-09 12:52:33 +01:00 |
Sébastien Villemot
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f61f3ebf35
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Add kalman_algo option to identification and dynare_sensitivity
Only in preprocessor and ref. manual for the moment
|
2012-01-20 12:11:14 -05:00 |
Houtan Bastani
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c22022cfb0
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preprocessor: added back prior names w/o _pdf and fixed check and write
|
2011-12-30 17:09:45 +01:00 |
Houtan Bastani
|
d2c03a206b
|
preprocessor: enumerate prior distributions
|
2011-12-30 15:41:51 +01:00 |
Houtan Bastani
|
8d369bd710
|
ms-sbvar: add restrictions option
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2011-12-23 18:22:41 +01:00 |
Houtan Bastani
|
c62d52a576
|
preprocessor: bug fix in setting prior_variance
|
2011-12-23 18:22:40 +01:00 |
Houtan Bastani
|
8c87ba38a4
|
preprocessor: allow vec_value to accept commas
|
2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
9cbaf6200a
|
ms-sbvar: remove regime argument and support duration=array
|
2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
37bfa41518
|
ms-sbvar: replace state with regime
|
2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
f9f745716d
|
ms-sbvar: replaced number_of_states with number_of_regimes
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
9771e68875
|
preprocessor: removed unused token
|
2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
744b5abf1e
|
preprocessor: add symbol.options statement
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
6ea0dd59e4
|
preprocessor: allow symbol.subsample=symbol.subsample
|
2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
1d68887387
|
preprocessor: add subsamples statement
|
2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
29d8028fc4
|
preprocessor: add prior statement
|
2011-12-21 12:21:29 +01:00 |
Houtan Bastani
|
1c733dd55f
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preprocessor: add data command
|
2011-12-21 12:21:29 +01:00 |
Houtan Bastani
|
b89eb4931c
|
preprocessor: add set_time command
|
2011-12-21 12:21:29 +01:00 |
Michel Juillard
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4f881cc826
|
added options_.sub_draws in estimation for controlling the number of draws used in
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
|
2011-12-15 17:35:26 +01:00 |
Michel Juillard
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8dde155e28
|
ms-sbvar: adding missing case for linear restriction
|
2011-11-07 15:47:16 +01:00 |
Michel Juillard
|
7854b06743
|
ms-sbvar: correcting bugs in specification of linear restrictions
|
2011-11-07 12:26:20 +01:00 |
Michel Juillard
|
b8dcb71b78
|
ms-sbvar: fixing more bugs in linear restrictions
|
2011-11-06 17:45:19 +01:00 |
Houtan Bastani
|
b75d0e733f
|
Remove unused expectation syntax
|
2011-10-26 14:30:47 +02:00 |
Michel Juillard
|
b91dd27096
|
fixing more problems with steady state refactoring
|
2011-10-13 17:14:41 +02:00 |
Michel Juillard
|
4befcde035
|
ms-sbvar: introduced more general restriction syntax for
identification; added an example; still necessary to add error message
when restrictions are invalid
|
2011-10-12 21:47:59 +02:00 |
Houtan Bastani
|
5edaa0d4b7
|
preprocessor: remove unused token
|
2011-10-10 16:56:46 +02:00 |
Houtan Bastani
|
b9c9b784a1
|
MS-SBVAR: remove estimation_file_tag option
|
2011-10-07 11:57:53 +02:00 |
Sébastien Villemot
|
068b74ae6e
|
Merge remote-tracking branch 'ferhat/master'
|
2011-09-16 16:21:10 +02:00 |
Ferhat Mihoubi
|
7942eaba59
|
Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver.
|
2011-09-16 16:16:14 +02:00 |
Houtan Bastani
|
25c80c45a3
|
svar: constants is not yet supported
|
2011-09-15 18:15:54 -04:00 |
Houtan Bastani
|
bd2cd16bf0
|
MS-SBVAR: add specification option
|
2011-09-15 18:03:39 -04:00 |
Houtan Bastani
|
cacd1a27f7
|
aesthetic fix
|
2011-09-15 18:03:30 -04:00 |
Houtan Bastani
|
8e366e3bcd
|
MS-SBVAR: change syntax for proposal_type option
|
2011-09-15 18:03:22 -04:00 |
Houtan Bastani
|
f42bb46370
|
MS-SBVAR: support xls datafile
|
2011-09-15 18:03:12 -04:00 |
Houtan Bastani
|
9207896a6b
|
MS-SBVAR: add keywords for freq option
|
2011-09-15 18:02:07 -04:00 |
Houtan Bastani
|
e5a98735f6
|
MS-SBVAR bugfix: allow data_obs_nbr to accept an int argument
|
2011-09-14 15:04:26 -04:00 |
Houtan Bastani
|
e8e2bf8f14
|
MS-SBVAR bug fix: options_.ms.mh_replic instead of options_.mh_replic and options_.ms.drop instead of options_.drop
|
2011-09-14 14:28:21 -04:00 |
Houtan Bastani
|
07a0b1bbfa
|
remove unused option
|
2011-09-14 12:04:47 -04:00 |
Houtan Bastani
|
f4bd48eb45
|
MS-SBVAR: fix processing for ms_estimation
|
2011-09-14 11:53:45 -04:00 |
Houtan Bastani
|
db8e953228
|
remove unused token
|
2011-09-14 11:53:45 -04:00 |
Houtan Bastani
|
d43cb40752
|
remove unused varlist option
|
2011-09-14 11:53:45 -04:00 |
Houtan Bastani
|
a70e25b182
|
MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument
|
2011-09-14 11:53:45 -04:00 |
Houtan Bastani
|
5fcb759749
|
MS-SBVAR: remove arguments to cross_restrictions and contemp_reduced_form
|
2011-09-14 11:53:45 -04:00 |
Houtan Bastani
|
3f689a5076
|
remove upper/lower_cholesky options from ms_estimation and sbvar
|
2011-09-13 11:45:42 -04:00 |
Houtan Bastani
|
44396d0bac
|
remove load_mh_file option from ms-sbvar code
|
2011-09-12 16:29:57 -04:00 |
Houtan Bastani
|
cdfd5c7e76
|
sbvar: deprecate restriction_fname
|
2011-09-09 13:27:01 -04:00 |
Sébastien Villemot
|
237fffe05d
|
Allow non-integer values for hp_filter parameter
|
2011-09-08 17:29:49 +02:00 |
Houtan Bastani
|
3de20c4d76
|
ms-sbvar: change error_bands option to no_error_bands as the default is on
|
2011-08-23 13:43:24 +02:00 |