ask for help in Bayesian estimation

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ask for help in Bayesian estimation

Postby maurice » Wed Sep 15, 2010 8:49 am

I estimated standard New Keyesian Model with quarterly data,when the programme finished the Metro-Hasting,it show the following information,it seems to be struck in infinite loop!
Warning: Log of zero.
> In <a href="error:D:\dynare\4.1.2\matlab\marginal_density.m,84,1">marginal_density at 84</a>
In <a href="error:D:\dynare\4.1.2\matlab\dynare_estimation_1.m,1072,1">dynare_estimation_1 at 1072</a>
In <a href="error:D:\dynare\4.1.2\matlab\dynare_estimation.m,62,1">dynare_estimation at 62</a>
In <a href="error:D:\dynare\2010-9-15\DSGE.m,262,1">DSGE at 262</a>
In <a href="error:D:\dynare\4.1.2\matlab\dynare.m,132,1">dynare at 132</a>
Could someone help me?
maurice
 
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Joined: Fri Jul 02, 2010 12:19 am

Re: ask for help in Bayesian estimation

Postby AssiaEzzeroug » Wed Sep 15, 2010 11:39 am

Hi,

Does the mode seem good? Do you have a warning above the mode results? Please post your mod-file.

Best
AssiaEzzeroug
 
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Re: ask for help in Bayesian estimation

Postby maurice » Wed Sep 15, 2010 1:44 pm

I use it in Dynare 4.1.2,but alway show the information.here is the mod file

[code][/code]
Last edited by maurice on Wed Nov 24, 2010 4:17 pm, edited 4 times in total.
maurice
 
Posts: 13
Joined: Fri Jul 02, 2010 12:19 am

Re: ask for help in Bayesian estimation

Postby AssiaEzzeroug » Wed Sep 15, 2010 3:36 pm

Well, I ran your mod-file and wasn't able to replicate the error message (Warning: Log of zero..). It works perfectly well on my machine (note that I also use the latest Dynare release). I'm attaching the .log showing the results of the mode and MH (with 2000 replications..). Maybe you can check the path of your dynare repertory, see if this a recent version,..?

Best

NB: i changed the extension for .txt since .log files are not allowed here, but that doesnt matter I guess
Attachments
DSGE.txt
(7.04 KiB) Downloaded 97 times
AssiaEzzeroug
 
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Re: ask for help in Bayesian estimation

Postby maurice » Wed Sep 15, 2010 10:11 pm

AssiaEzzeroug,Thank you very much!
just as you say,it is dynare installation problem!
I change the path,set according to the dynare document,It work perfect well!
maurice
 
Posts: 13
Joined: Fri Jul 02, 2010 12:19 am


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