Skip to content
GitLab
Explore
Sign in
Register
Primary navigation
Search or go to…
Project
dynare
Manage
Activity
Members
Labels
Plan
Issues
Issue boards
Milestones
Wiki
Code
Merge requests
Repository
Branches
Commits
Tags
Repository graph
Compare revisions
Snippets
Build
Pipelines
Jobs
Pipeline schedules
Artifacts
Deploy
Releases
Container registry
Model registry
Operate
Environments
Monitor
Incidents
Analyze
Value stream analytics
Contributor analytics
CI/CD analytics
Repository analytics
Model experiments
Help
Help
Support
GitLab documentation
Compare GitLab plans
Community forum
Contribute to GitLab
Provide feedback
Keyboard shortcuts
?
Snippets
Groups
Projects
Show more breadcrumbs
Dynare
dynare
Commits
0992ee77
Verified
Commit
0992ee77
authored
2 years ago
by
Johannes Pfeifer
Committed by
Sébastien Villemot
2 years ago
Browse files
Options
Downloads
Patches
Plain Diff
AnScho/AnScho_MoM_common.inc: use csminwel to prevent fmincon problems under Octave
(cherry picked from commit
563035d0
)
parent
46048c31
Branches
Branches containing commit
Tags
Tags containing commit
No related merge requests found
Pipeline
#7514
passed
2 years ago
Stage: build
Stage: test
Stage: pkg
Changes
1
Pipelines
1
Hide whitespace changes
Inline
Side-by-side
Showing
1 changed file
tests/estimation/method_of_moments/AnScho/AnScho_MoM_common.inc
+4
-4
4 additions, 4 deletions
...estimation/method_of_moments/AnScho/AnScho_MoM_common.inc
with
4 additions
and
4 deletions
tests/estimation/method_of_moments/AnScho/AnScho_MoM_common.inc
+
4
−
4
View file @
0992ee77
...
...
@@ -210,10 +210,10 @@ method_of_moments(
,
se_tolx
=
1
e
-
6
%
step
size
for
numerical
computation
of
standard
errors
%
Options
for
SMM
%
,
burnin
=
50
0
%
number
of
periods
dropped
at
beginning
of
simulation
,
burnin
=
50
%
number
of
periods
dropped
at
beginning
of
simulation
,
bounded_shock_support
%
trim
shocks
in
simulation
to
+-
2
stdev
%
,
seed
=
24051986
%
seed
used
in
simulations
%
,
simulation_multiple
=
5
%
multiple
of
the
data
length
used
for
simulation
,
simulation_multiple
=
5
%
multiple
of
the
data
length
used
for
simulation
%
Options
for
GMM
@
#if MoM_Method == "GMM"
...
...
@@ -244,7 +244,7 @@ method_of_moments(
,
mode_compute
=
0
@
#else
,
mode_compute
=
13
%
specifies
the
optimizer
for
minimization
of
moments
distance
,
additional_optimizer_steps
=
[
1
]
%
vector
of
additional
mode
-
finders
run
after
mode_compute
,
additional_optimizer_steps
=
[
4
]
%
vector
of
additional
mode
-
finders
run
after
mode_compute
,
mode_check
%
plot
the
target
function
for
values
around
the
computed
minimum
for
each
estimated
parameter
in
turn
@
#endif
%
optim
:
a
list
of
NAME
and
VALUE
pairs
to
set
options
for
the
optimization
routines
.
Available
options
depend
on
mode_compute
,
some
exemplary
common
options
:
...
...
@@ -272,7 +272,7 @@ method_of_moments(
%
,
sylvester_fixed_point_tol
=
1
e
-
12
%
convergence
criterion
used
in
the
fixed
point
Sylvester
solver
%
,
qz_criterium
=
0.999999
%
value
used
to
split
stable
from
unstable
eigenvalues
in
reordering
the
Generalized
Schur
decomposition
used
for
solving
first
order
problems
%
,
qz_zero_threshold
=
1
e
-
6
%
value
used
to
test
if
a
generalized
eigenvalue
is
0
/
0
in
the
generalized
Schur
decomposition
%
,
schur_vec_tol
=
1
e
-
11
%
tolerance
level
used
to
find
nonstationary
variables
in
Schur
decomposition
of
the
transition
matrix
%
,
schur_vec_tol
=
1
e
-
11
%
tolerance
level
used
to
find
nonstationary
variables
in
Schur
decomposition
of
the
transition
matrix
%
,
mode_check_neighbourhood_size
=
5
%
width
of
the
window
(
expressed
in
percentage
deviation
)
around
the
computed
minimum
to
be
displayed
on
the
diagnostic
plots
%
,
mode_check_symmetric_plots
=
1
%
ensure
that
the
check
plots
are
symmetric
around
the
minimum
%
,
mode_check_number_of_points
=
20
%
number
of
points
around
the
minimum
where
the
target
function
is
evaluated
(
for
each
parameter
)
...
...
This diff is collapsed.
Click to expand it.
Preview
0%
Loading
Try again
or
attach a new file
.
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Save comment
Cancel
Please
register
or
sign in
to comment