Commit 01bb8c3e by Sébastien Villemot

### Merge remote-tracking branch 'ratto/master'

parents 2a8436aa 240e6d68
 ... ... @@ -167,9 +167,9 @@ out-of-sample validation. \vspace{0.5cm} & & of reduced form coefficients\\ & & [\verb"max" \verb"max"] = analyse filtered \\ & & entries within the range [\verb"max" \verb"max"] \\ \verb"ksstat_redform"& 0.1& critical value for Smirnov statistics $d$ \\ \verb"ksstat_redform"& 0.001& p-value for Smirnov statistics $d$ \\ & & when reduced form entries are filtered\\ \verb"alpha2_redform"& 0.3& critical value for correlation $\rho$ \\ \verb"alpha2_redform"& 0.001& p-value for correlation $\rho$ \\ & & when reduced form entries are filtered\\ \verb"namendo"& () & list of endogenous variables \\ & : & jolly character to indicate ALL endogenous \\ ... ... @@ -234,12 +234,11 @@ options of \verb"dynare_estimation". These are: & & filter the best 10\% for each observed series\\ \verb"istart_rmse"& 1& start computing RMSE's from \verb"istart_rmse":\\ & & use 2 to avoid big initial error \\ \verb"alpha_rmse"& 0.002& critical value for Smirnov statistics $d$:\\ & & plot parameters with $d>$\verb"alpha_rmse"\\ \verb"alpha2_rmse"& 1& critical value for correlation $\rho$\\ \verb"alpha_rmse"& 0.001& p-value for Smirnov statistics $d$:\\ & & plot parameters with $pvalue<$\verb"alpha_rmse"\\ \verb"alpha2_rmse"& 0.001& p-value for correlation $\rho$\\ & & plot couples of parameters with $|\rho|>$\verb"alpha2_rmse"\\ \verb"glue"& 0& prepare for GLUE graphical interface\\\hline $pvalue<$\verb"alpha2_rmse"\\ \end{tabular} \subsection{Screening analysis} ... ...