diff --git a/license.txt b/license.txt index 550f9b18682b94a5ffb2ca4c0945d155f4ed522e..74b7f4aa996ddc4771900f9b489bbcee414d5817 100644 --- a/license.txt +++ b/license.txt @@ -100,8 +100,24 @@ Copyright: 1997 Tom Minka <minka@microsoft.com> License: GPL-3+ Files: matlab/allVL1.m -Copyright: 2009 Bruno Luong -License: BSD-2-clause +Copyright: 2007-2010 Bruno Luong <brunoluong@yahoo.com> + 2019 Dynare Team +License: GPL-3+ + +Files: matlab/uperm.m +Copyright: 2014 Bruno Luong <brunoluong@yahoo.com> + 2019 Dynare Team +License: GPL-3+ + +Files: matlab/prodmom.m matlab/bivmom.m +Copyright: 2008-2015 Raymond Kan <kan@chass.utoronto.ca> + 2019-2020 Dynare Team +License: GPL-3+ + The author would appreciate acknowledgement of the source by + citation of the following paper: + Kan, R.: "From moments of sum to moments of product." + Journal of Multivariate Analysis, 2008, vol. 99, issue 3, + pages 542-554. Files: matlab/gsa/Morris_Measure_Groups.m matlab/gsa/Sampling_Function_2.m diff --git a/matlab/allVL1.m b/matlab/allVL1.m index b6a079503b21694768441460d5b2ee3e67f7a7e3..7bc7e01b081f6a31c7602d2c1b14a0c0b1fac58b 100644 --- a/matlab/allVL1.m +++ b/matlab/allVL1.m @@ -29,7 +29,7 @@ function v = allVL1(n, L1, L1ops, MaxNbSol) % This function can be used to generate all orders of all % multivariable polynomials of degree p in R^n: % Order = allVL1(n, p) -% Author: Bruno Luong +% Author: Bruno Luong (brunoluong@yahoo.com) % Original, 30/nov/2007 % Version 1.1, 30/apr/2008: Add H1 line as suggested by John D'Errico % 1.2, 17/may/2009: Possibility to get the number of permutations @@ -38,31 +38,25 @@ function v = allVL1(n, L1, L1ops, MaxNbSol) % 1.4, 18/Dec/2010: + non-recursive engine % Retrieved from https://www.mathworks.com/matlabcentral/fileexchange/17818-all-permutations-of-integers-with-sum-criteria - -% Copyright (c) 2009 Bruno Luong -% -% Redistribution and use in source and binary forms, with or without -% modification, are permitted provided that the following conditions are -% met: -% -% * Redistributions of source code must retain the above copyright -% notice, this list of conditions and the following disclaimer. -% * Redistributions in binary form must reproduce the above copyright -% notice, this list of conditions and the following disclaimer in -% the documentation and/or other materials provided with the distribution -% -% THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" -% AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE -% IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE -% ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE -% LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR -% CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF -% SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS -% INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN -% CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) -% ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE -% POSSIBILITY OF SUCH DAMAGE. - +% ========================================================================= +% Copyright (C) 2007-2010 Bruno Luong <brunoluong@yahoo.com> +% Copyright (C) 2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= global MaxCounter; if nargin<3 || isempty(L1ops) diff --git a/matlab/bivmom.m b/matlab/bivmom.m index aa22eabdfb40a835ac8955c710c0881d8aea426a..f759a7f9df7b3805a4cc2f454bf3b890daf8d3ca 100644 --- a/matlab/bivmom.m +++ b/matlab/bivmom.m @@ -10,6 +10,29 @@ % of the equation. % Usage: bivmom(p,rho) % +% Retrieved from http://www-2.rotman.utoronto.ca/~kan/papers/prodmom.zip +% This function is part of replication codes of the following paper: +% Kan, R.: "From moments of sum to moments of product." Journal of +% Multivariate Analysis, 2008, vol. 99, issue 3, pages 542-554. +% ========================================================================= +% Copyright (C) 2008-2015 Raymond Kan <kan@chass.utoronto.ca> +% Copyright (C) 2019-2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= function [y,dy] = bivmom(p,rho) s1 = p(1); s2 = p(2); diff --git a/matlab/prodmom.m b/matlab/prodmom.m index 230085083a34505a0a810ed6abd386a8b5d689c8..a6e28d667523dd18a6934127cefe86bdc2584de1 100644 --- a/matlab/prodmom.m +++ b/matlab/prodmom.m @@ -15,6 +15,29 @@ % Usage: prodmom(V,[i1 i2 ... ir],[nu1 nu2 ... nur]) % Example: To get E[X_2X_4^3X_7^2], use prodmom(V,[2 4 7],[1 3 2]) % +% Retrieved from http://www-2.rotman.utoronto.ca/~kan/papers/prodmom.zip +% This function is part of replication codes of the following paper: +% Kan, R.: "From moments of sum to moments of product." Journal of +% Multivariate Analysis, 2008, vol. 99, issue 3, pages 542-554. +% ========================================================================= +% Copyright (C) 2008-2015 Raymond Kan <kan@chass.utoronto.ca> +% Copyright (C) 2019-2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= function y = prodmom(V,ii,nu); if nargin<3 nu = ones(size(ii)); diff --git a/matlab/prodmom_deriv.m b/matlab/prodmom_deriv.m index d5ec0362af91ef6e928447fde93925a49cb583d8..7fb11817d0eede6ffbc1cb9945642ccbee4e5e92 100644 --- a/matlab/prodmom_deriv.m +++ b/matlab/prodmom_deriv.m @@ -1,21 +1,28 @@ +function dy = prodmom_deriv(V,ii,nu,dV,dC) +% This function builds upon and extends prodmom.m to compute the +% derivatives of product moments of normally distributed variables with +% respect to standard errors and correlation parameters. +% prodmom.m is part of replication codes of the following paper: +% Kan, R.: "From moments of sum to moments of product." Journal of +% Multivariate Analysis, 2008, vol. 99, issue 3, pages 542-554. +% ========================================================================= +% Copyright (C) 2019-2020 Dynare Team % -% prodmom.m Date: 4/29/2006 -% This Matlab program computes the product moment of X_{i_1}^{nu_1}X_{i_2}^{nu_2}...X_{i_m}^{nu_m}, -% where X_{i_j} are elements from X ~ N(0_n,V). -% V only needs to be positive semidefinite. -% V: variance-covariance matrix of X -% ii: vector of i_j -% nu: power of X_{i_j} -% Reference: Triantafyllopoulos (2003) On the Central Moments of the Multidimensional -% Gaussian Distribution, Mathematical Scientist -% Kotz, Balakrishnan, and Johnson (2000), Continuous Multivariate -% Distributions, Vol. 1, p.261 -% Note that there is a typo in Eq.(46.25), there should be an extra rho in front -% of the equation. -% Usage: prodmom(V,[i1 i2 ... ir],[nu1 nu2 ... nur]) -% Example: To get E[X_2X_4^3X_7^2], use prodmom(V,[2 4 7],[1 3 2]) +% This file is part of Dynare. % -function dy = prodmom_deriv(V,ii,nu,dV,dC); +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= if nargin<3 nu = ones(size(ii)); end diff --git a/matlab/uperm.m b/matlab/uperm.m index bbc690afccd7b511913be92cc270714b72bd5466..0f4161b618b7b147baa9f07f54506653107be54b 100644 --- a/matlab/uperm.m +++ b/matlab/uperm.m @@ -1,9 +1,30 @@ -% By Bruno Luong function p = uperm(a) +% ========================================================================= +% Copyright (C) 2014 Bruno Luong <brunoluong@yahoo.com> +% Copyright (C) 2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= +% Original author: Bruno Luong <brunoluong@yahoo.com>, April 20, 2014 +% https://groups.google.com/d/msg/comp.soft-sys.matlab/yQKVPTYrv6Q/gw1MzNd9sYkJ +% https://stackoverflow.com/a/42810388 + [u, ~, J] = unique(a); p = u(up(J, length(a))); - function p = up(J, n) ktab = histc(J,1:max(J)); l = n; diff --git a/tests/analytic_derivatives/BrockMirman_PertParamsDerivs.mod b/tests/analytic_derivatives/BrockMirman_PertParamsDerivs.mod index 280ae10cc66d91023f1e48b8c702d86f43d793fd..638735851d8acf2dba84ab93b5286169bcdbf99d 100644 --- a/tests/analytic_derivatives/BrockMirman_PertParamsDerivs.mod +++ b/tests/analytic_derivatives/BrockMirman_PertParamsDerivs.mod @@ -3,7 +3,7 @@ % Created by @wmutschl (Willi Mutschler, willi@mutschler.eu) % ========================================================================= -% Copyright (C) 2019 Dynare Team +% Copyright (C) 2019-2020 Dynare Team % % This file is part of Dynare. % diff --git a/tests/analytic_derivatives/burnside_3_order_PertParamsDerivs.mod b/tests/analytic_derivatives/burnside_3_order_PertParamsDerivs.mod index 84b6ec7e0df33c902291f2afc92487957dc21f95..c6285c24b2e7a5751f8f6370c5951a64bc780eda 100644 --- a/tests/analytic_derivatives/burnside_3_order_PertParamsDerivs.mod +++ b/tests/analytic_derivatives/burnside_3_order_PertParamsDerivs.mod @@ -1,5 +1,5 @@ % ========================================================================= -% Copyright (C) 2019 Dynare Team +% Copyright (C) 2019-2020 Dynare Team % % This file is part of Dynare. % diff --git a/tests/identification/BrockMirman/BrockMirman.mod b/tests/identification/BrockMirman/BrockMirman.mod index 92d09e2ab16d61624f931af9212f773545a50fd4..dfb56bd7d5d489125e2ab88ecb4244acc261feb8 100644 --- a/tests/identification/BrockMirman/BrockMirman.mod +++ b/tests/identification/BrockMirman/BrockMirman.mod @@ -1,7 +1,22 @@ -% ========================================================================= % Stochastic growth model of Brock and Mirman (1972) with technology shock -% Willi Mutschler, January 2018 -% willi@mutschler.eu +% created by Willi Mutschler (@wmutschl, willi@mutschler.eu) +% ========================================================================= +% Copyright (C) 2019-2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. % ========================================================================= var diff --git a/tests/identification/LindeTrabandt/LindeTrabandt2019_xfail.mod b/tests/identification/LindeTrabandt/LindeTrabandt2019_xfail.mod index 9f0347bacf9e3f40dec59c65eb2127a96fdba048..1dcf57b2de8d2c1e4be552f04ce536cd160e4a3d 100644 --- a/tests/identification/LindeTrabandt/LindeTrabandt2019_xfail.mod +++ b/tests/identification/LindeTrabandt/LindeTrabandt2019_xfail.mod @@ -1,8 +1,25 @@ % Original model by: J. Linde, M. Trabandt (2019: Should We Use Linearized Models to Calculate Fiscal Multipliers? % Journal of Applied Econometrics, 2018, 33: 937-965. http://dx.doi.org/10.1002/jae.2641 % This version has some additional dynamics for capital and investment -% Created by @wmutschl (Willi Mutschler, willi@mutschler.eu) - +% Created by Willi Mutschler (@wmutschl, willi@mutschler.eu) +% ========================================================================= +% Copyright (C) 2019-2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= % ========================================================================= % Declare endogenous variables % ========================================================================= diff --git a/tests/identification/as2007/as2007.mod b/tests/identification/as2007/as2007.mod index f33a937e38b79d4950875ff3aef688c3d949f50c..bdae07a4b7eaa37a27be0f6b5f4209d107c0409d 100644 --- a/tests/identification/as2007/as2007.mod +++ b/tests/identification/as2007/as2007.mod @@ -1,3 +1,24 @@ +% Model of An and Schorfheide (2007) +% Created by Marco Ratto (@rattoma, marco.ratto@ec.europa.eu) +% ========================================================================= +% Copyright (C) 2010-2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= + var pie y R g z YGR INFL INT; varexo e_R e_g e_z; parameters tau kap psi1 psi2 rhoR rhog rhoz rr_steady pi_steady gam_steady std_R std_g std_z; diff --git a/tests/identification/as2007/as2007_QT.mod b/tests/identification/as2007/as2007_QT.mod index 715d58db795ffa29294b7ea7848b67af1620ff8f..4f0d9d3db90ce7797b7b4003f9afe182f2785b52 100644 --- a/tests/identification/as2007/as2007_QT.mod +++ b/tests/identification/as2007/as2007_QT.mod @@ -1,7 +1,26 @@ % this is the exact model Qu and Tkachenk (2012, Quantitative Economics) % used in their replication file. % This file is used to check whether the G matrix is computed correctly. -% Created by Willi Mutschler (willi@mutschler.eu) +% Created by Willi Mutschler (@wmutschl, willi@mutschler.eu) +% ========================================================================= +% Copyright (C) 2019-2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= + @#define TOL_RANK = 1e-10 var z g R y pie c piep yp; diff --git a/tests/identification/as2007/as2007_kronflags.mod b/tests/identification/as2007/as2007_kronflags.mod index ff1bb4de40d5d365fa96bf9be6a4387616c384b2..33ff9a0b8487cb6195a139014b9201977a64efea 100644 --- a/tests/identification/as2007/as2007_kronflags.mod +++ b/tests/identification/as2007/as2007_kronflags.mod @@ -1,7 +1,25 @@ %this is the mod file used in replication files of An and Schorfheide (2007) % modified to include some obvious and artificial identification failures % and to check whether all kronflags are working -% created by Willi Mutschler (willi@mutschler.eu) +% created by Willi Mutschler (@wmutschl, willi@mutschler.eu) +% ========================================================================= +% Copyright (C) 2019-2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= var y R g z c dy p YGR INFL INT; varobs y R p; diff --git a/tests/identification/as2007/as2007_order_1_2_3.mod b/tests/identification/as2007/as2007_order_1_2_3.mod index 166f36d6939b5af017169de4903e0691f7ab0a47..012c7e00dbce4f42d7f642cf16bae4a8d6034ed3 100644 --- a/tests/identification/as2007/as2007_order_1_2_3.mod +++ b/tests/identification/as2007/as2007_order_1_2_3.mod @@ -1,7 +1,25 @@ %this is the mod file used in replication files of An and Schorfheide (2007) % modified to include some obvious and artificial identification failures % and to check whether all kronflags are working -% created by Willi Mutschler (willi@mutschler.eu) +% created by Willi Mutschler (@wmutschl, willi@mutschler.eu) +% ========================================================================= +% Copyright (C) 2019-2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= var y R g z c dy p YGR INFL INT; varobs y R g z c dy p YGR INFL INT; diff --git a/tests/identification/cgg/cgg_criteria_differ.mod b/tests/identification/cgg/cgg_criteria_differ.mod index dd4aa34b4431d90646598bf211da022f91b627e6..bc6f588767e0e508ce33720d42a82e31aeb12a53 100644 --- a/tests/identification/cgg/cgg_criteria_differ.mod +++ b/tests/identification/cgg/cgg_criteria_differ.mod @@ -1,7 +1,26 @@ % This is the Clarida, Gali and Gertler Basic New Keynesian model % This mod file illustrates that due to numerical errors and numerical % settings the identification criteria might differ -% created by Willi Mutschler (willi@mutschler.eu) +% created by Willi Mutschler (@wmutschl, willi@mutschler.eu) +% ========================================================================= +% Copyright (C) 2019-2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= + var y ${y}$ (long_name='output') c ${c}$ (long_name='consumption') diff --git a/tests/identification/correlated_errors/fs2000_corr.mod b/tests/identification/correlated_errors/fs2000_corr.mod index 5efd0cbf4dab4a1ae55df39f40da4f1459ffdeaf..ac7e3e037f6cf8251e7a2492a8e779be7620d0c7 100644 --- a/tests/identification/correlated_errors/fs2000_corr.mod +++ b/tests/identification/correlated_errors/fs2000_corr.mod @@ -14,7 +14,7 @@ */ /* - * Copyright (C) 2004-2013 Dynare Team + * Copyright (C) 2004-2020 Dynare Team * * This file is part of Dynare. * diff --git a/tests/identification/ident_unit_root/ident_unit_root.mod b/tests/identification/ident_unit_root/ident_unit_root.mod index b5be2017068887188f6d6b81d6d4cf56e2babf0a..0a3b105eee54eca5f9c7b1c19111a69282524304 100644 --- a/tests/identification/ident_unit_root/ident_unit_root.mod +++ b/tests/identification/ident_unit_root/ident_unit_root.mod @@ -1,5 +1,23 @@ -//Tests Identification command with ML and unit roots/diffuse filter option - +% Tests Identification command with ML and unit roots/diffuse filter option +% Created by Johannes Pfeifer (@JohannesPfeifer, jpfeifer@gmx.de) +% ========================================================================= +% Copyright (C) 2015-2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= var y delta_y x z; varexo eps_x eps_z; diff --git a/tests/identification/ident_unit_root/ident_unit_root_xfail.mod b/tests/identification/ident_unit_root/ident_unit_root_xfail.mod index e8c2744de915ccc22168eca501cf433dc2b2eb8b..029b11e414ae18808c08a1c972e90a054fb30380 100644 --- a/tests/identification/ident_unit_root/ident_unit_root_xfail.mod +++ b/tests/identification/ident_unit_root/ident_unit_root_xfail.mod @@ -1,6 +1,24 @@ -//Tests Identification command with ML and unit roots/diffuse filter option; -//Should not work because of observed unit root variable - +% Tests Identification command with ML and unit roots/diffuse filter option; +% Should not work because of observed unit root variable +% Created by Johannes Pfeifer (@JohannesPfeifer, jpfeifer@gmx.de) +% ========================================================================= +% Copyright (C) 2015-2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= var y x z delta_y; varexo eps_x eps_z; diff --git a/tests/identification/kim/kim2.mod b/tests/identification/kim/kim2.mod index a7992a35813883aa2d81ed68bc72360c209c61f2..48697badd9fa2c982c4b09322ccc8d109dd40580 100644 --- a/tests/identification/kim/kim2.mod +++ b/tests/identification/kim/kim2.mod @@ -1,3 +1,23 @@ +% Created by Marco Ratto (@rattoma, marco.ratto@ec.europa.eu) +% ========================================================================= +% Copyright (C) 2010-2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= + var c k i a lam; varexo ea; diff --git a/tests/identification/rbc_ident/rbc_ident_std_as_structural_par.mod b/tests/identification/rbc_ident/rbc_ident_std_as_structural_par.mod index 60ec3406ff621d27c9924a6fc0af27522833037b..15faf7403d0d346a90c5cb2e413358e4e4b2afe6 100644 --- a/tests/identification/rbc_ident/rbc_ident_std_as_structural_par.mod +++ b/tests/identification/rbc_ident/rbc_ident_std_as_structural_par.mod @@ -1,4 +1,23 @@ % Real Business Cycle Model +% Created by Johannes Pfeifer (@JohannesPfeifer, jpfeifer@gmx.de) +% ========================================================================= +% Copyright (C) 2015-2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= close all; diff --git a/tests/identification/rbc_ident/rbc_ident_varexo_only.mod b/tests/identification/rbc_ident/rbc_ident_varexo_only.mod index 53d210194e7f83fe357ef1597f6f952c74d01496..c78bff3c75f1367bd5a7a7aa94403b8d8968d37f 100644 --- a/tests/identification/rbc_ident/rbc_ident_varexo_only.mod +++ b/tests/identification/rbc_ident/rbc_ident_varexo_only.mod @@ -1,4 +1,23 @@ % Real Business Cycle Model +% Created by Johannes Pfeifer (@JohannesPfeifer, jpfeifer@gmx.de) +% ========================================================================= +% Copyright (C) 2015-2020 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. +% ========================================================================= close all;