1. 10 Dec, 2013 1 commit
    • Marco Ratto's avatar
      1) Define a new type of parameter Random_prior_params, when prior/posterior... · 67d7ba75
      Marco Ratto authored
      1) Define a new type of parameter Random_prior_params, when prior/posterior mean mode do not work and the code searches randomly in the prior space a parameter combination that provides unique saddle path solution;
      2) save point estimates in separate file, in order not lose work when subsequent analyses are done for prior/posterior mean/mode etc.
      67d7ba75
  2. 06 Dec, 2013 1 commit
  3. 04 Nov, 2013 1 commit
  4. 10 Sep, 2013 1 commit
    • Stéphane Adjemian's avatar
      Changes related to the treatment of the (optionally) provided mode file. · 952139bb
      Stéphane Adjemian authored
      (1) Added more checks on the content of the provided mode file compared the the list of declared parameters (the condition on the number of parameters is not strong enough).
      
      (2) Added a mechanism to adapt the content of the mode file if possible. For instance, if the estimated parameters are a subset of the parameters in the mode file, we only need to discard some of the parameters in the mode file.
      
      (3) Added output argument in dynare_estimation_init, which returns the hessian matrix (hh) with the estimated mode.
      952139bb
  5. 10 Jul, 2013 1 commit
  6. 12 Jun, 2013 1 commit
  7. 19 Mar, 2013 1 commit
  8. 02 Oct, 2012 1 commit
  9. 27 Sep, 2012 1 commit
  10. 24 Aug, 2012 1 commit
  11. 15 Jul, 2012 1 commit
  12. 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
  13. 15 Jun, 2012 2 commits
  14. 08 Jun, 2012 2 commits
  15. 25 Apr, 2012 1 commit
  16. 04 Apr, 2012 2 commits
  17. 15 Dec, 2011 1 commit
  18. 09 Dec, 2011 1 commit
  19. 27 Oct, 2011 1 commit
  20. 24 Oct, 2011 1 commit
  21. 28 Sep, 2011 1 commit
  22. 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
  23. 23 Jun, 2011 1 commit
  24. 21 Jun, 2011 1 commit
  25. 15 Jun, 2011 1 commit
  26. 06 Jun, 2011 2 commits
  27. 30 May, 2011 1 commit
  28. 10 May, 2011 1 commit
  29. 04 May, 2011 1 commit
  30. 02 May, 2011 2 commits
  31. 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
  32. 12 Apr, 2011 3 commits
  33. 18 Mar, 2011 1 commit