1. 22 Jan, 2021 1 commit
  2. 15 Jan, 2021 2 commits
  3. 12 Nov, 2020 1 commit
  4. 17 Jul, 2020 1 commit
  5. 22 Jun, 2020 1 commit
  6. 20 Dec, 2019 4 commits
  7. 28 Nov, 2017 1 commit
  8. 01 Jun, 2017 1 commit
  9. 16 May, 2017 1 commit
  10. 03 Apr, 2017 1 commit
    • Stéphane Adjemian's avatar
      Added option nonlinear_filter_initialization. · f9a462bf
      Stéphane Adjemian authored
      Default value is 1 (initialization with the ergodic variance of the reduced
      form solution of the model approximated at order one).
      
      If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
      which select an identity matrix for the initial covariance matrix of the state variables.
      
      A side effect of this option is to temporarily change the value of options_.qz_criterium to
      a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
      model has unit roots and if the and if the option
      nonlinear_filter_initialization has a value less than 3, the evaluation of the
      likelihood will fail, because by default the unit root is counted as an
      unstable root.
      f9a462bf
  11. 16 Mar, 2017 1 commit
  12. 08 Feb, 2017 1 commit
  13. 04 Jan, 2017 1 commit
  14. 22 Aug, 2016 1 commit
  15. 18 Jul, 2016 1 commit
  16. 14 Jun, 2016 2 commits
  17. 04 May, 2016 1 commit
  18. 12 Apr, 2016 1 commit
  19. 23 Mar, 2016 1 commit
  20. 15 Dec, 2015 1 commit
  21. 11 Oct, 2015 1 commit
  22. 09 Oct, 2015 2 commits
  23. 08 Oct, 2015 2 commits
  24. 04 Sep, 2015 1 commit
  25. 22 Jul, 2015 1 commit
  26. 09 May, 2015 1 commit
  27. 14 Jan, 2015 1 commit
  28. 07 Jan, 2015 1 commit
  29. 12 Dec, 2014 1 commit
  30. 20 Oct, 2014 1 commit
    • Stéphane Adjemian's avatar
      Fixed prior bounds (according to the doc in master branch). · f48566ae
      Stéphane Adjemian authored
       * Second  and  third  positional  arguments  after the  name  of  the
         estimated  parameter   in  the  estimated_params   block  are  only
         considered in the optimization stage (not in the MCMC)
      
       * Do not  store bounds  in bayestopt_, because  bounds do  not always
         reflect restrictions implied by prior shapes.
      
       * prior_bounds routine  returns a structure  (with fields lb  and ub)
         instead of a matrix.
      f48566ae
  31. 13 Oct, 2014 1 commit
  32. 10 Sep, 2014 1 commit
  33. 08 Sep, 2014 1 commit
    • Stéphane Adjemian's avatar
      Fixed bugs: · 77a29e95
      Stéphane Adjemian authored
      (1) The non_linear_dsge_likelihood routine was not adapted to the last changes related to the way data are handled.
      
      (2) The removal of the trend was missing.
      77a29e95