1. 19 Mar, 2013 1 commit
  2. 02 Oct, 2012 1 commit
  3. 27 Sep, 2012 1 commit
  4. 24 Aug, 2012 1 commit
  5. 15 Jul, 2012 1 commit
  6. 05 Jul, 2012 1 commit
    • Marco Ratto's avatar
      Fix problem with models where steadystate files change parameter values. · ed4d3734
      Marco Ratto authored
      1) allow to compute derivatives starting from NUMERICAL derivatives of jacobian and steady state: this has a minor cost in accuracy and allow apply without errors identification and estimation with numerical derivatives;
      2) added trap in dynare_estimation_init: if steadystate changes param values, automaticly shifts to numerical derivs of jacoban and steady state +  analytic derivatives of all the rest;
      3) bug fixes for 2nd order derivatives w.r.t. model parameters;
      ed4d3734
  7. 15 Jun, 2012 2 commits
  8. 08 Jun, 2012 2 commits
  9. 25 Apr, 2012 1 commit
  10. 04 Apr, 2012 2 commits
  11. 15 Dec, 2011 1 commit
  12. 09 Dec, 2011 1 commit
  13. 27 Oct, 2011 1 commit
  14. 24 Oct, 2011 1 commit
  15. 28 Sep, 2011 1 commit
  16. 01 Sep, 2011 1 commit
    • Marco Ratto's avatar
      Changes around normalizing Jacobians: · e3485e89
      Marco Ratto authored
      -) never use normalization for SVD and brute force covariance checks;
      -) Jacobians are normalized for checking the rank condition: this should allow for more uniformity in results across models.
      e3485e89
  17. 23 Jun, 2011 1 commit
  18. 21 Jun, 2011 1 commit
  19. 15 Jun, 2011 1 commit
  20. 06 Jun, 2011 2 commits
  21. 30 May, 2011 1 commit
  22. 10 May, 2011 1 commit
  23. 04 May, 2011 1 commit
  24. 02 May, 2011 2 commits
  25. 15 Apr, 2011 1 commit
    • Marco Ratto's avatar
      -) remove useless burn-in iterations; · 6b71b680
      Marco Ratto authored
      -) removed obsolete commented lines or unused variables;
      -) when Asymptotic Hessian is available, take SVD of that for identification patterns;
      -) when computing analytic  Hessian, scores are not necessary (no_DLIK=1);
      -) fixes in output info when Hessian is available.
      6b71b680
  26. 12 Apr, 2011 3 commits
  27. 18 Mar, 2011 1 commit
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  29. 28 Feb, 2011 1 commit
  30. 16 Feb, 2011 1 commit
  31. 04 Feb, 2011 2 commits
  32. 29 Sep, 2010 1 commit
    • Marco Ratto's avatar
      Modifications following meetings in Paris (not yet completed 100%): · 70400e5e
      Marco Ratto authored
      1) new default option for prior_mc = 1;
      2) new option: advanced (default=0). If advanced=0, simple messages and plots; advanced=1 shows all details about weak identification diagnostics;
      3) new option: periods (default=300). Length of stochastic simulations to generate simulated moments for 'GMM type' analysis of strength of identification;
      4) new option: replic (default = 100). Number of replicated simulated moments for 'GMM type' analysis of strength of identification;
      5) new feature: allow local identification analysis WITHOUT defining priors, using parameter values as defined in the .mod file definition.
      6) simplified graphical and tabular output.
      70400e5e