Skip to content

GitLab

Explore

Sign in
Register

Primary navigation

Project

dynare
- Activity
- Members
- Labels
- Issues
- Issue boards
- Milestones
- Wiki
- Environments
- Incidents

Snippets Groups Projects

3615962a

Commit 3615962a authored 4 years ago by Willi Mutschler Committed by Johannes Pfeifer 4 years ago

Downloads
- Patches
- Plain Diff

First draft of method of moments toolbox with GMM and SMM

parent 77dbeab9

Branches

Tags

1 merge request!1750First implementation of moment estimation

Changes 11

Hide whitespace changes

Inline Side-by-side

Showing

matlab/method_of_moments.m 994 additions, 0 deletions

matlab/method_of_moments.m
matlab/method_of_moments_GMM.m 224 additions, 0 deletions

matlab/method_of_moments_GMM.m
matlab/method_of_moments_SMM.m 223 additions, 0 deletions

matlab/method_of_moments_SMM.m
matlab/method_of_moments_datamoments.m 73 additions, 0 deletions

matlab/method_of_moments_datamoments.m
matlab/method_of_moments_optimal_weighting_matrix.m 86 additions, 0 deletions

matlab/method_of_moments_optimal_weighting_matrix.m
matlab/method_of_moments_standard_errors.m 105 additions, 0 deletions

matlab/method_of_moments_standard_errors.m
matlab/optimization/dynare_minimize_objective.m 16 additions, 1 deletion

matlab/optimization/dynare_minimize_objective.m
tests/Makefile.am 2 additions, 0 deletions

tests/Makefile.am
tests/estimation/method_of_moments/AnScho_MoM.mod 253 additions, 0 deletions

tests/estimation/method_of_moments/AnScho_MoM.mod
tests/estimation/method_of_moments/RBC_MoM.mod 215 additions, 0 deletions

tests/estimation/method_of_moments/RBC_MoM.mod
tests/estimation/method_of_moments/RBC_MoM_steadystate.m 74 additions, 0 deletions

tests/estimation/method_of_moments/RBC_MoM_steadystate.m

with 2265 additions and 1 deletion

Loading

0% Loading or .

You are about to add 0 people to the discussion. Proceed with caution.

Finish editing this message first!

Please register or sign in to comment