ISSUES ON ESTIMATION

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ISSUES ON ESTIMATION

Postby nsouzas » Mon May 31, 2010 1:40 pm

Dear all,

I have used dynare 4.1.1 to estimate many simple RBC models. In all cases, I have faced the following problems:
- Steady and Check commands are not working properly: the estimation does not got through and I have to shut these command down
- I keep getting the following annoying message all the time: "You did not declare endogenous variables after the estimation command."

Please, any tip suggestion, clarification is more than welcome.

My best,

nsouzas

p.s.: the problems mentioned above do not depend upon the model or data because I have tried many many variants.
nsouzas
 
Posts: 16
Joined: Fri Jun 29, 2007 1:16 am

Re: ISSUES ON ESTIMATION

Postby AssiaEzzeroug » Tue Jun 01, 2010 12:06 pm

Hi,

could you please elaborate a little more on which kind of error you get with the commands steady and check or at least post one of the models you use to see what doesn't work properly?..
As for your second question, it looks like more a warning than an error message. For instance you may wanna compute bayesian irfs just for certain endogenous variables (say Y and C) after estimation with metropolis. In that case you need to write smth like
estimation (...) Y, C;
Note that If you don't specify any of them, you'll get indeed this msg "You did not declare endogenous variables after the estimation command" and they will be all displayed by default

Hope this helps.
Best
AssiaEzzeroug
 
Posts: 83
Joined: Tue Nov 24, 2009 3:48 pm


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