Johannes Pfeifer authored Aug 13, 2021 and Stéphane Adjemian committed Aug 16, 2021

Related to Dynare/dynare#7

Johannes Pfeifer authored Aug 11, 2021 and Stéphane Adjemian committed Aug 16, 2021

- Use UTF8-encoding
- Remove useless options and packages
- Use doi where possible

Willi Mutschler authored Aug 12, 2021 and Stéphane Adjemian committed Aug 16, 2021

lsqnonlin is an optimization algorithm that is specifically well suited for minimizing quadratic objectives, so I would like to have it as default. However, we fallback to csminwel if the optimization toolbox for Matlab or optim for Octave are not available.

Willi Mutschler authored Aug 11, 2021 and Stéphane Adjemian committed Aug 16, 2021

Instead of checking everything in one mod file, this commit separates the checks into individual mod files that test:
- whether the translation from matched_moments works
- whether the duplicate moments are found
- whether GMM and SMM both work with different estimated_params blocks.
wip

Willi Mutschler authored Aug 11, 2021 and Stéphane Adjemian committed Aug 16, 2021

//wip

Willi Mutschler authored Aug 11, 2021 and Stéphane Adjemian committed Aug 16, 2021

As we have a working interface now, this commit improves the provisional handling of finding duplicate moments. Previously, indices for GMM were created, but this is not really needed. This commit cleans this up and similar to SMM makes use of the matched_moments block.

As a by-product of the previous provisonal handling higher-order moments for SMM where not correctly displayed as no labels were created. This is now fixed. The comparison of data moments and estimated model moments is also in the same ordering as the inputed orthogonality conditions in matched_moments.

Signed-off-by: Willi Mutschler <willi@mutschler.eu>

Should fix simulation failure in pac/trend-component-10/example1, that
seems to be caused by a too large value of this parameter.

Using mex implementation (block_trust_region).

trust_region_initial_step_bound_factor is determinining thye initial
step bound. Default value is 100 (previous hard coded value was 1).

evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight

See merge request Dynare/dynare!1890

Johannes Pfeifer authored Jul 22, 2021 and Sébastien Villemot committed Jul 23, 2021

Ref. #1758

Also cosmetic changes to indentation

check_model.m: fix logic of check for non-contemporaneous variables and remove redundant checks

Closes #1792

See merge request Dynare/dynare!1885

Closes Dynare/dynare#1792

dsge_simulated_theoretical_correlation/dsge_simulated_theoretical_covariance:...

Closes #1769

See merge request Dynare/dynare!1888

dsge_simulated_theoretical_correlation/dsge_simulated_theoretical_covariance: only do computations once

Closes Dynare/dynare#1769

Streamline evaluate planner objective

See merge request Dynare/dynare!1887

Improvements for smoother2histval

See merge request Dynare/dynare!1886