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192 Commits (a54214b7e87afb6e5ba8725f7aa78284bea2315f)

Author SHA1 Message Date
Houtan Bastani d459b0ea7b estimation: rewrite subsamples statement as an actual statement 2012-03-28 18:51:52 +02:00
Houtan Bastani ad8096edb8 estimation: add subsamples for std / corr, prior / options statements & simplify code 2012-03-27 13:03:09 +02:00
Houtan Bastani 5f707cc795 estimation: add truncate and median options to prior statement 2012-03-15 14:33:02 +01:00
Houtan Bastani ea0b176395 MS-SBVAR: rewrite ms_variance_decomposition 2012-03-08 17:54:35 +01:00
Houtan Bastani 894ff9c1e7 MS-SBVAR: rewrite ms_forecast 2012-03-08 17:54:05 +01:00
Houtan Bastani fb0b0ae4ce MS-SBVAR: rewrite ms_irf 2012-03-08 17:53:58 +01:00
Ferhat Mihoubi ffb5119807 Adds fixed point solvers for Sylvester and Lyapunov equations 2012-03-06 12:03:23 +01:00
Houtan Bastani 23f9c5e418 preprocessor: add lik_init to dynare_sensitivity command 2012-02-09 12:52:33 +01:00
Sébastien Villemot f61f3ebf35 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 c22022cfb0 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 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 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 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 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 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 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