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a697002a

Verified Commit a697002a authored 4 years ago by Willi Mutschler

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MoM: Gradient-based optimizers can use analytical Jacobian for GMM

New option analytic_jacobian for mode_compute 1, 3, and 13

parent 6639cd8a

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matlab/method_of_moments/method_of_moments.m 37 additions, 6 deletions

matlab/method_of_moments/method_of_moments.m
matlab/method_of_moments/method_of_moments_objective_function.m 45 additions, 10 deletions

.../method_of_moments/method_of_moments_objective_function.m
matlab/method_of_moments/method_of_moments_objective_function_gradient_helper.m 62 additions, 0 deletions

...ts/method_of_moments_objective_function_gradient_helper.m
matlab/method_of_moments/method_of_moments_standard_errors.m 1 addition, 2 deletions

matlab/method_of_moments/method_of_moments_standard_errors.m
tests/Makefile.am 1 addition, 0 deletions

tests/Makefile.am
tests/estimation/method_of_moments/RBC/RBC_MoM_GMM_gradient_optim.mod 115 additions, 0 deletions

...tion/method_of_moments/RBC/RBC_MoM_GMM_gradient_optim.mod

with 261 additions and 18 deletions

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