Accessi the Hessian matrix after post mode is maximized
Posted: Thu Apr 19, 2007 12:43 pmI am trying to access (to use it elsewhere) the Hessian matrix after the maximization of the posterior mode and was wondering how to get that.
i think it is available in the Filename_mode.mat file, that dynare creates when it finds the mode.the matrix is named hh, i think. do check out.
reuben