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Merge branch 'MoM_optim_gradient' into 'master'
Method of Moments: use analytical Jacobian in gradient-based optimizers (GMM only) See merge request Dynare/dynare!1801
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- matlab/method_of_moments/method_of_moments.m 37 additions, 6 deletionsmatlab/method_of_moments/method_of_moments.m
- matlab/method_of_moments/method_of_moments_objective_function.m 45 additions, 10 deletions.../method_of_moments/method_of_moments_objective_function.m
- matlab/method_of_moments/method_of_moments_objective_function_gradient_helper.m 55 additions, 0 deletions...ts/method_of_moments_objective_function_gradient_helper.m
- matlab/method_of_moments/method_of_moments_standard_errors.m 1 addition, 2 deletionsmatlab/method_of_moments/method_of_moments_standard_errors.m
- tests/Makefile.am 1 addition, 0 deletionstests/Makefile.am
- tests/estimation/method_of_moments/AFVRR/AFVRR_M0.mod 2 additions, 0 deletionstests/estimation/method_of_moments/AFVRR/AFVRR_M0.mod
- tests/estimation/method_of_moments/AFVRR/AFVRR_MFB.mod 2 additions, 0 deletionstests/estimation/method_of_moments/AFVRR/AFVRR_MFB.mod
- tests/estimation/method_of_moments/AFVRR/AFVRR_MFB_RRA.mod 2 additions, 0 deletionstests/estimation/method_of_moments/AFVRR/AFVRR_MFB_RRA.mod
- tests/estimation/method_of_moments/RBC/RBC_MoM_GMM_gradient_optim.mod 125 additions, 0 deletions...tion/method_of_moments/RBC/RBC_MoM_GMM_gradient_optim.mod
- tests/estimation/method_of_moments/RBC/RBC_MoM_optimizer.mod 11 additions, 0 deletionstests/estimation/method_of_moments/RBC/RBC_MoM_optimizer.mod
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