Picking varibles for smoothing
Posted: 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
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