Using previous mode file

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Using previous mode file

Postby pakocica » Tue Dec 01, 2009 5:20 am

Hi there,

I wanted to ask about the option of using previous mode file to speed up the estimation. In the Bayesian estimation, there is an potion to specify mode_file and set mode_compute = 0. If I do so, does it mean that Dynare will use my previous results only as an approximation which need to be improved? What if I use mode_file with data for another country that data.mat file? Will my result be wrong?

Regards,
Pavel
pakocica
 
Posts: 46
Joined: Fri Nov 27, 2009 6:42 pm
Location: Taiwan (come from Prague)

Re: Using previous mode file

Postby AssiaEzzeroug » Tue Dec 01, 2009 8:20 am

Hi,

"mode_compute=0" means you don't wanna compute the mode of your model. In that case, you usually need to call a previous mode computation referring to a particular model and data set, using the following instruction "mode_file=filename_mode" (where filename is the name of ur mod-file) in order to run replications for Metropolis Hasting or simulations for instance.


Note that you can find a more detailed explanation about the use of this option, p.53 of the Dynare User Guide.


hope this helps
AssiaEzzeroug
 
Posts: 83
Joined: Tue Nov 24, 2009 3:48 pm

Re: Using previous mode file

Postby pakocica » Tue Dec 01, 2009 6:15 pm

Hi,

thanks for writing. I know that the DYNARE manual is not complete enough, that is the reason, why I usually need to read the DYNARE source code itself. But at this moment I don't have enough time to do the complete research about the option "mode_compute = 0", so I wanted to ask more experienced DYNARE users.

Regards,
Pavel
pakocica
 
Posts: 46
Joined: Fri Nov 27, 2009 6:42 pm
Location: Taiwan (come from Prague)

Re: Using previous mode file

Postby pakocica » Fri Dec 04, 2009 7:43 pm

Actually, an answer to my question can be found on the DynareWiki: http://www.dynare.org/DynareWiki/KnownBugs

Pavel
pakocica
 
Posts: 46
Joined: Fri Nov 27, 2009 6:42 pm
Location: Taiwan (come from Prague)


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