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OpenSourceEconomics / grmpy

Python package for the simulation and estimation of generalized Roy model
http://grmpy.readthedocs.io
MIT License
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autostart for covariance #113

Closed peisenha closed 6 years ago

peisenha commented 6 years ago

Please adjust the required routines so that if the user requests autostart values that the correlation structure at start sets var V = 1 and just the variance of residulals from the OLS regressions for var_U1, var_U0. All covariances zero.

SeBecker commented 6 years ago

This is done as well.

peisenha commented 6 years ago

which branch?