- 02 Aug, 2012 1 commit
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MichelJuillard authored
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- 08 Jun, 2012 1 commit
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Sébastien Villemot authored
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- 30 Apr, 2012 1 commit
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MichelJuillard authored
in estimation
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- 29 Apr, 2012 1 commit
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Marco Ratto authored
This includes re-setting the list of output arguments in objective functions Added test function
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- 22 Sep, 2011 1 commit
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Stéphane Adjemian authored
Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599e). Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a persistent variable. Added a global structure for the data: dataset_. Removed globals from dsgevar_posterior_density and mode_check. Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal to 'DsgeLikelihood' or 'DsgeVarLikelihood').
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- 19 Sep, 2011 1 commit
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Stéphane Adjemian authored
Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve. Added texinfo header to dynare_resolve.
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- 24 Jul, 2011 1 commit
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MichelJuillard authored
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- 10 Feb, 2011 1 commit
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Houtan Bastani authored
use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time)
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- 04 Feb, 2011 1 commit
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Sébastien Villemot authored
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- 26 Jan, 2011 1 commit
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Michel Juillard authored
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- 24 Jun, 2010 1 commit
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Stéphane Adjemian (Scylla) authored
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- 05 Jan, 2010 1 commit
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 16 Dec, 2009 1 commit
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sebastien authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 12 May, 2009 1 commit
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stepan authored
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2667 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 06 Apr, 2009 1 commit
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stepan authored
Efficiency & Cosmetic changes related to the design of bayestopt_ and the computation of the prior density. bayestopt_.p1 is always the prior mean bayestopt_.p2 is always the prior standard deviation bayestopt_.p3 is unchanged bayestopt_.p4 is unchanged bayestopt_.p5 [new field] is the prior mode bayestopt_.p6 [new field] is the first hyper-parameter of the prior density bayestopt_.p7 [new field] is the second hyper-parameter of the prior density These fields are defined in set_prior and are never changed after. In the previous version of Dynare, the hyper parameters of the densities were updated at each iteration of the optimization routine or the metropolis. Removed fields pmean and pstdev. Vectorized the code in priordens. Fixed the bug mentionned by Gianni. If a (logged) density is evaluated outside the prior domain, the output of priordens if minus infinity (instead of a complex number). git-svn-id: https://www.dynare.org/svn/dynare/trunk@2556 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 12 Feb, 2009 1 commit
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stepan authored
+ Fixed a bug introduced in the previous commit. + Added a threshold parameter for the complex blocks in the upper triangular matrix T in lyapunov_symm.m (new field in options_) + Cosmetic changes. git-svn-id: https://www.dynare.org/svn/dynare/trunk@2414 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 01 Aug, 2008 1 commit
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sebastien authored
v4 matlab: fixed remaining copyright headers (those files which are in the CR+LF endline convention) git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1975 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 07 Jul, 2008 1 commit
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adjemian authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1934 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 21 Jun, 2008 1 commit
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adjemian authored
Added new functions for posterior distribution processing (second order moments) + Removed global variables. git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1890 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 27 Mar, 2008 1 commit
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adjemian authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1746 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 18 Mar, 2008 1 commit
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adjemian authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1744 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 10 Mar, 2008 1 commit
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adjemian authored
Added a function returning the prior and posterior densities of a dsge-var model, given the deep parameters and the dsge_prior_weight parameter. git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1740 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 03 Mar, 2008 1 commit
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assia authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1728 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 07 Dec, 2007 1 commit
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adjemian authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1484 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 14 Nov, 2007 1 commit
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adjemian authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1441 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 03 Oct, 2007 2 commits
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adjemian authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1408 ac1d8469-bf42-47a9-8791-bf33cf982152
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adjemian authored
Add the possibility to estimate a BVAR-DSGE with a dsge prior weight equal to infinity (the user just have to calibrate dsge_prior_weight to Inf). git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1407 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 26 Jul, 2007 2 commits
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adjemian authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1378 ac1d8469-bf42-47a9-8791-bf33cf982152
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adjemian authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1377 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 25 Jul, 2007 1 commit
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adjemian authored
Added a penalty in DsgeVarLikelihood if SIGMAu (the covariance matrix of the BVAR) is not positive definite. New function to test if a matrix is pd. git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1376 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 06 Jul, 2007 1 commit
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adjemian authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1343 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 26 Jan, 2007 1 commit
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adjemian authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1167 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 22 Sep, 2006 1 commit
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adjemian authored
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@930 ac1d8469-bf42-47a9-8791-bf33cf982152
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- 13 Sep, 2006 1 commit
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adjemian authored
Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready). git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@911 ac1d8469-bf42-47a9-8791-bf33cf982152
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