Skip to content
Snippets Groups Projects
Select Git revision
  • 2005f292e5284ee82a829560e40ca08972c17636
  • master default
  • sparse-tree
  • sparse-sep
  • isfile
  • nlf-fixes
  • newton-quadratic-equation-solver
  • nlf-fixes-r
  • nls-fixes
  • sep-fixes
  • sep
  • use-dprior
  • ep-sparse
  • rebase-1
  • parfor
  • reset-seed-in-unit-tests
  • remove-persistent-variables
  • nonlinear-filter-fixes
  • pac-mce-with-composite-target
  • 6.x
  • dprior
  • 5.5
  • 5.4
  • 5.3
  • 5.2
  • 5.1
  • 5.0
  • 5.0-rc1
  • 4.7-beta3
  • 4.7-beta2
  • 4.7-beta1
  • 4.6.4
  • 4.6.3
  • 4.6.2
  • 4.6.1
  • 4.6.0
  • 4.6.0-rc2
  • 4.6.0-rc1
  • 4.6-beta1
  • 4.5.7
  • 4.5.6
41 results

examples

Forked from Dynare / dynare
942 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