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40 results

fs2000.mod

  • Stéphane Adjemian's avatar
    1983dc13
    Make examples/fs2000.mod closer to the original code. · 1983dc13
    Stéphane Adjemian authored 
     - Use (old default) mode_compute=4 which is closer to the algorithm
   used by Frank Schorfheide and ensures that the hessian matrix is well
   behaved (contrary to the new default, because of the asymptote at 0
   in the beta prior for autoregressive parameter ρ).

 - Change parameterization for mst. A normal prior on mst is not
   equivalent to a normal prior on log(mst) (which is done the
   parameterization in the JAE paper).

Closes #2177.
    Verified
    1983dc13
    History
    Make examples/fs2000.mod closer to the original code.
    Stéphane Adjemian authored 
     - Use (old default) mode_compute=4 which is closer to the algorithm
   used by Frank Schorfheide and ensures that the hessian matrix is well
   behaved (contrary to the new default, because of the asymptote at 0
   in the beta prior for autoregressive parameter ρ).

 - Change parameterization for mst. A normal prior on mst is not
   equivalent to a normal prior on log(mst) (which is done the
   parameterization in the JAE paper).

Closes #2177.