DSGE smoother error
Posted: Thu Aug 19, 2010 8:58 am
After Bayesian estimation I obtain the following error:
Any ideas about what might be wrong?
- Code: Select all
ESTIMATION RESULTS
Log data density is 302.878392.
parameters
prior mean post. mean conf. interval prior pstdev
rho_a 0.495 0.7262 0.6299 0.8249 unif 0.2858
rho_g 0.495 0.8923 0.8514 0.9327 unif 0.2858
gbar 1.015 1.0114 1.0042 1.0231 unif 0.0087
sigma_a 0.101 0.1010 0.0198 0.1981 unif 0.0574
sigma_g 0.101 0.1008 0.0122 0.1887 unif 0.0574
phi 4.000 6.0166 3.7127 7.9993 unif 2.3094
psi 0.100 0.0612 0.0014 0.1402 unif 0.0577
sigma_gy 0.005 0.0053 0.0013 0.0100 unif 0.0029
sigma_gc 0.005 0.0052 0.0012 0.0099 unif 0.0029
??? Index exceeds matrix dimensions.
Error in ==> DsgeSmoother at 81
constant = SteadyState(bayestopt_.mfys);
Error in ==> dynare_estimation_1 at 1083
[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,d,decomp] =
DsgeSmoother(xparam1,gend,data,data_index,missing_value);
Error in ==> dynare_estimation at 62
dynare_estimation_1(var_list,varargin{:});
Error in ==> argRBCest at 236
dynare_estimation(var_list_);
Error in ==> dynare at 132
evalin('base',fname) ;
Any ideas about what might be wrong?