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Code Review of GMM routines
- fix prefilter option - Implement iterative GMM
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- matlab/dynare_config.m 1 addition, 0 deletionsmatlab/dynare_config.m
- matlab/method_of_moments.m 0 additions, 994 deletionsmatlab/method_of_moments.m
- matlab/method_of_moments/method_of_moments.m 906 additions, 0 deletionsmatlab/method_of_moments/method_of_moments.m
- matlab/method_of_moments/method_of_moments_data_moments.m 17 additions, 19 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 214 additions, 0 deletions.../method_of_moments/method_of_moments_objective_function.m
- matlab/method_of_moments/method_of_moments_optimal_weighting_matrix.m 24 additions, 24 deletions...d_of_moments/method_of_moments_optimal_weighting_matrix.m
- matlab/method_of_moments/method_of_moments_standard_errors.m 105 additions, 0 deletionsmatlab/method_of_moments/method_of_moments_standard_errors.m
- matlab/method_of_moments_SMM.m 0 additions, 223 deletionsmatlab/method_of_moments_SMM.m
- tests/Makefile.am 4 additions, 0 deletionstests/Makefile.am
- tests/estimation/method_of_moments/AnScho_MoM.mod 5 additions, 5 deletionstests/estimation/method_of_moments/AnScho_MoM.mod
- tests/estimation/method_of_moments/RBC_MoM.mod 41 additions, 62 deletionstests/estimation/method_of_moments/RBC_MoM.mod
- tests/estimation/method_of_moments/RBC_MoM_SMM_ME.mod 189 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
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