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Picking varibles for smoothing

PostPosted: Tue May 22, 2007 4:11 pm
by nedavve
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

PostPosted: Wed May 23, 2007 7:40 am
by MichelJuillard
This is weird. Could you send the model and the data?

Thanks

Michel

PostPosted: Thu May 24, 2007 8:25 am
by nedavve
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.