Provides an example showing how to estimate a model by passing directly a dseries object to the estimation command. After the declaration of the model, between lines 28 and 31, I create a sample by simulating data from a first order autoregressive stochastic process. The dseries
object z
contains a variable called y
which will be declared latter as the observed variable (line 50). The data
command, one line 34, instructs Dynare that the subsample between 1970Q1 and 2050Q1 will be used for the estimation of the moving average model of order 9.
-
Notifications
You must be signed in to change notification settings - Fork 0
Dynare estimation with dseries object
License
stepan-a/dynare-data-command-and-dseries
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
About
Dynare estimation with dseries object
Topics
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published