PerturbationModelSpecification#

cultivars.multivariate.structural.perturbation.PerturbationModelSpecification[source]#

alias of _PerturbationModelSpecification

Attributes#

parameter_names

bounds

n_states

n_controls

Methods#

equations(theta, y_next, y, x_next, x)

Residuals of E_t f(y', y, x', x) = 0, n_states + n_controls of them.

log_prior(theta)

Log prior density in the constrained space; -inf outside support.

observation(theta)

(design, intercept, obs_cov): observables = design @ [x; y] + intercept + e.

shock_loading(theta)

(n_states, n_shocks) loading of standard-normal shocks on the states.

steady_state(theta)

(x_ss, y_ss) solving the equations with expectations removed.