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Merge branch 'moment_estimation' into 'master'
First implementation of moment estimation See merge request Dynare/dynare!1750
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- matlab/dynare_config.m 1 addition, 0 deletionsmatlab/dynare_config.m
- matlab/dynare_estimation_init.m 1 addition, 22 deletionsmatlab/dynare_estimation_init.m
- matlab/get_matrix_entries_for_psd_check.m 55 additions, 0 deletionsmatlab/get_matrix_entries_for_psd_check.m
- matlab/method_of_moments/method_of_moments.m 918 additions, 0 deletionsmatlab/method_of_moments/method_of_moments.m
- matlab/method_of_moments/method_of_moments_data_moments.m 71 additions, 0 deletionsmatlab/method_of_moments/method_of_moments_data_moments.m
- matlab/method_of_moments/method_of_moments_mode_check.m 185 additions, 0 deletionsmatlab/method_of_moments/method_of_moments_mode_check.m
- matlab/method_of_moments/method_of_moments_objective_function.m 213 additions, 0 deletions.../method_of_moments/method_of_moments_objective_function.m
- matlab/method_of_moments/method_of_moments_optimal_weighting_matrix.m 79 additions, 0 deletions...d_of_moments/method_of_moments_optimal_weighting_matrix.m
- matlab/method_of_moments/method_of_moments_standard_errors.m 104 additions, 0 deletionsmatlab/method_of_moments/method_of_moments_standard_errors.m
- matlab/optimization/dynare_minimize_objective.m 16 additions, 1 deletionmatlab/optimization/dynare_minimize_objective.m
- matlab/plot_priors.m 13 additions, 8 deletionsmatlab/plot_priors.m
- tests/.gitignore 2 additions, 0 deletionstests/.gitignore
- tests/Makefile.am 6 additions, 0 deletionstests/Makefile.am
- tests/estimation/method_of_moments/AnScho_MoM.mod 253 additions, 0 deletionstests/estimation/method_of_moments/AnScho_MoM.mod
- tests/estimation/method_of_moments/RBC_Andreasen_Data_2.mat 0 additions, 0 deletionstests/estimation/method_of_moments/RBC_Andreasen_Data_2.mat
- tests/estimation/method_of_moments/RBC_MoM_Andreasen.mod 202 additions, 0 deletionstests/estimation/method_of_moments/RBC_MoM_Andreasen.mod
- tests/estimation/method_of_moments/RBC_MoM_SMM_ME.mod 191 additions, 0 deletionstests/estimation/method_of_moments/RBC_MoM_SMM_ME.mod
- tests/estimation/method_of_moments/RBC_MoM_common.inc 80 additions, 0 deletionstests/estimation/method_of_moments/RBC_MoM_common.inc
- tests/estimation/method_of_moments/RBC_MoM_prefilter.mod 161 additions, 0 deletionstests/estimation/method_of_moments/RBC_MoM_prefilter.mod
- tests/estimation/method_of_moments/RBC_MoM_steady_helper.m 8 additions, 0 deletionstests/estimation/method_of_moments/RBC_MoM_steady_helper.m
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