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Commit 4499388d authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Changed initial conditions in Monte Carlo.

parent efedc20d
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......@@ -89,9 +89,9 @@ for i=1:B
// Simulate the model for 500 periods
TrueData = simul_backward_model(initialconditions, 300);
// Define a structure describing the parameters to be estimated (with initial conditions).
eparams.e_c_m = rand();
eparams.c_z_1 = .5*randn();
eparams.c_z_2 = .5*randn();
eparams.e_c_m = .5;
eparams.c_z_1 = .2;
eparams.c_z_2 =-.1;
// Define the dataset used for estimation
edata = TrueData;
edata.ez = dseries(NaN(TrueData.nobs, 1), 2000Q1, 'ez');
......
......@@ -85,9 +85,9 @@ for i=1:B
// Simulate the model for 500 periods
TrueData = simul_backward_model(initialconditions, 300);
// Define a structure describing the parameters to be estimated (with initial conditions).
eparams.e_c_m = rand();
eparams.c_z_1 = .5*randn();
eparams.c_z_2 = .5*randn();
eparams.e_c_m = .5;
eparams.c_z_1 = .2;
eparams.c_z_2 =-.1;
// Define the dataset used for estimation
edata = TrueData;
edata.ez = dseries(NaN(TrueData.nobs, 1), 200Q1, 'ez');
......
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