Optimal Simple Rule
Posted: Tue Oct 09, 2012 5:47 pm
Dear experts,
with OSR, dynare give the optimal parameter that minimize the loss function which composed of the variance of two variable. Is it possible to get the variance of the two variables from the given parameter that minimize loss function from OSR??
one more thing, with OSR, the value of the objective function is reported on Matlab screen. Is it reported in the result matrix? Or further command is required.
Any help is highly appreciated, many thanks in advance
with OSR, dynare give the optimal parameter that minimize the loss function which composed of the variance of two variable. Is it possible to get the variance of the two variables from the given parameter that minimize loss function from OSR??
one more thing, with OSR, the value of the objective function is reported on Matlab screen. Is it reported in the result matrix? Or further command is required.
Any help is highly appreciated, many thanks in advance