From eaee103619511f2ca5933eefa736f70bc04bea60 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Thu, 8 Mar 2012 16:56:02 +0100
Subject: [PATCH] Added a test mod file (non linear filters, comparison with
linear filters).
---
tests/particle/dummy_model.mod | 61 ++++++++++++++++++++++++++++++++++
1 file changed, 61 insertions(+)
create mode 100644 tests/particle/dummy_model.mod
diff --git a/tests/particle/dummy_model.mod b/tests/particle/dummy_model.mod
new file mode 100644
index 000000000..39aa3e34d
--- /dev/null
+++ b/tests/particle/dummy_model.mod
@@ -0,0 +1,61 @@
+var x y z;
+
+varexo u v;
+
+parameters a d e f g;
+
+a = 0.98;
+g = 0.25;
+d = 0.80;
+e = 0.90;
+f = 0.50;
+
+model;
+
+ z = a*z(-1) + u + g*u(-1);
+
+ y = d*y(1) + z;
+
+ x = e*x(-1) + f*y + v;
+
+end;
+
+steady;
+
+check;
+
+shocks;
+var u = 0.01;
+var v = 0.01;
+end;
+
+stoch_simul(order=1,irf=0,periods=10000);
+
+save('mydata.mat','x','y','z');
+
+estimated_params;
+ e, beta_pdf, 0.90, 0.05;
+ d, beta_pdf, 0.80, 0.05;
+ g, beta_pdf, 0.25, 0.05;
+end;
+
+varobs x, y;
+
+//estimation(datafile=mydata,order=1,first_obs=5001,nobs=100,mh_replic=0);
+
+options_.particle.status = 1;
+options_.particle.algorithm = 'sequential_importance_particle_filter';
+options_.particle.initialization = 1;
+options_.particle.number_of_particles = 1000;
+
+options_.mode_check_neighbourhood_size = 0.05;
+
+set_dynare_threads('local_state_space_iteration2',2);
+
+estimated_params_init;
+e, 0.9009;
+d, 0.7912;
+g, 0.2448;
+end;
+
+estimation(datafile=mydata,order=2,first_obs=5001,nobs=100,mh_replic=0,mode_compute=8);
--
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