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fs2000_data.m

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  • Forked from Dynare / dynare
    622 commits behind the upstream repository.
    Stéphane Adjemian (Guts)'s avatar
    Stéphane Adjemian authored
     - Use (old default) mode_compute=4 which is closer to the algorithm
       used by Frank Schorfheide and ensures that the hessian matrix is well
       behaved (contrary to the new default, because of the asymptote at 0
       in the beta prior for autoregressive parameter ρ).
    
     - Change parameterization for mst. A normal prior on mst is not
       equivalent to a normal prior on log(mst) (which is done the
       parameterization in the JAE paper).
    
    Closes #2177.
    1983dc13
    History
    fs2000_data.m 4.90 KiB