Picking varibles for smoothing

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Picking varibles for smoothing

Postby nedavve » Tue May 22, 2007 4:11 pm

Hi,

I need to construct confidence bands for the smoothed variables of my (well, somebody elses really!) estimated model using DYNARE ver 3.065.

I run

estimation(datafile=sw_2006q4_growthrates,first_obs=1,lik_init=1, mode_file=eamodel_hist_dsge_f19_8_mode, mh_replic=20000,mh_nblocks=2,mh_drop=0.25,
mh_jscale=0.393,mode_compute=0,smoother);

This produces oo_.PosteriorSmoothedVariables.Mean ...HPDinf and ...HPDsup entries, but for some reason only for two of my variables.

Does anyone know where to select the variables that the MH smoother is applied to?

Thanks,

David
nedavve
 
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Postby MichelJuillard » Wed May 23, 2007 7:40 am

This is weird. Could you send the model and the data?

Thanks

Michel
MichelJuillard
 
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Joined: Thu Nov 18, 2004 10:51 am

Postby nedavve » Thu May 24, 2007 8:25 am

MichelJuillard wrote:This is weird. Could you send the model and the data?

Thanks

Michel


Someone had placed an overwrite of metropolis.m in the same folder as the model..... :oops: that manually picked only two of the variables. Sorry for wasting your time.
nedavve
 
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Location: Frankfurt


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