estimator_parameter_usage

Estimator Parameter Usage Mapping

This file maps which parameters each estimator actually uses based on code analysis. Parameters not listed should have "show": false added to their JSON forms.

Plain Estimators

Ordinary

Uses: FixedBeta, FixedSigma, Burnin, StabilityThreshold, MaxNumUnstableAttempts Hide: Exogenous, BlockExogenous, Autoregression, Lambda1, Lambda2, Lambda3, Lambda4, Lambda5

Flat

Uses: BlockExogenous, Burnin, StabilityThreshold, MaxNumUnstableAttempts Hide: Exogenous, Autoregression, Lambda1, Lambda2, Lambda3, Lambda4, Lambda5

Minnesota

Uses: Sigma, Lambda1, Lambda2, Lambda3, Lambda4, Lambda5, Exogenous, Autoregression, BlockExogenous, Burnin, StabilityThreshold, MaxNumUnstableAttempts Hide: None (all parameters used)

NormalWishart

Uses: Sigma, Lambda1, Lambda2, Lambda3, Lambda4, Lambda5, Exogenous, Autoregression, BlockExogenous, Burnin, StabilityThreshold, MaxNumUnstableAttempts Hide: None (all parameters used - similar to Minnesota)

IndNormalWishart

Uses: Sigma, Lambda1, Lambda2, Lambda3, Lambda4, Lambda5, Exogenous, Autoregression, BlockExogenous, Burnin, StabilityThreshold, MaxNumUnstableAttempts
Hide: None (all parameters used - similar to Minnesota)

NormalDiffuse

Uses: Lambda1, Lambda3, Lambda4, Lambda5, Exogenous, Autoregression, BlockExogenous, Burnin, StabilityThreshold, MaxNumUnstableAttempts Hide: Lambda2 (cross-variable weighting not used in Normal-Diffuse)

Time-Varying Estimators

CogleySargentSV

Uses: Lambda1, Lambda2, Lambda3, Lambda4, Lambda5, Exogenous, Autoregression, BlockExogenous, HeteroskedasticityAutoRegression, HeteroskedasticityShape, HeteroskedasticityScale, Burnin, StabilityThreshold, MaxNumUnstableAttempts Hide: None (all parameters used)

BetaTV, CarrieroSV, CCMMSV, CCMMSVO, CCMMSVOT, GeneralTV, GenLargeShockSV, LargeShockSV, RandomInertiaSV

Uses: Similar to CogleySargentSV - need to verify each one individually Hide: TBD (need code analysis)

Panel Estimators with Separable Units

HierarchicalPanel

Uses: S0, V0, Lambda2, Lambda3, Lambda4, Burnin, StabilityThreshold, MaxNumUnstableAttempts Hide: Exogenous, BlockExogenous, Autoregression, Lambda1, Lambda5

MeanOLSPanel, NormalWishartPanel, ZellnerHongPanel

Uses: TBD (need code analysis) Hide: TBD

Panel Estimators with Cross-Unit Dependence

StaticCrossPanel, DynamicCrossPanel

Uses: TBD (need code analysis) Hide: TBD

Factor-Augmented Estimators

All FAVAR Estimators

Uses: Inherit from their base estimator (e.g., MinnesotaFAVARTwostep uses same as Minnesota) Hide: Same pattern as base estimator

Specialized Estimators

Threshold, MixedFrequency

Uses: TBD (need code analysis) Hide: TBD

Status

• ✅ Ordinary - Updated
• ✅ Flat - Updated
• ✅ HierarchicalPanel - Updated
• ✅ Minnesota - No changes needed
• ✅ CogleySargentSV - No changes needed
• ⏳ Remaining estimators - Need systematic analysis