Covariance terms in osr command

This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location where you will have to reset your password.
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.

Covariance terms in osr command

Postby ecrgap » Fri Dec 10, 2010 7:42 pm

Hi all,

If I have understood well, in Dynare 4.1.3 we are able to introduce covariance terms in the osr command, right? Is there an example of that?


Thank you very much in advance.
ecrgap
 
Posts: 13
Joined: Mon Jul 05, 2010 8:34 pm

Re: Covariance terms in osr command

Postby SébastienVillemot » Tue Jan 11, 2011 10:48 am

You can introduce a weight to the covariance of two variables in the objective with the following syntax (for two variables x and y):

Code: Select all
optim_weights;
x, y 1;
end;


Note the absence of comma after the second variable.
Sébastien Villemot
Economist at OFCE – Sciences Po
SébastienVillemot
 
Posts: 706
Joined: Fri Dec 07, 2007 2:29 pm
Location: Paris, France

Re: Covariance terms in osr command

Postby ecrgap » Tue Jan 11, 2011 5:54 pm

Thank you very much indeed.
ecrgap
 
Posts: 13
Joined: Mon Jul 05, 2010 8:34 pm


Return to Dynare help

Who is online

Users browsing this forum: Google [Bot] and 8 guests