Hi,
Autocorrelation
does this option work in dynare? I estimated a model using moments_varendo and I can't make it display the simulated posterior moments. I keep getting:
??? Reference to non-existent field 'Correlation'.
??? Reference to non-existent field 'Autocorrelation'.
??? Reference to non-existent field 'Decomp'.
Perhaps there's a problem with a command? For instance, the latest Reference Manual lists on page 45 a command "oo_.PosteriorIRF.Dsge" but this only works if you type dsge using the lower case "d".
I will appreciate your help.
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Does PosteriorTheoreticalMoments work?
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Does PosteriorTheoreticalMoments work?
by LoS » Thu Jun 02, 2011 12:56 pm
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Re: Does PosteriorTheoreticalMoments work?
by SébastienVillemot » Tue Aug 23, 2011 9:30 am
Hi,
My understanding is that the "moments_varendo" option works, but the fields in oo_.PosteriorTheoreticalMoments are wrong in the reference manual. I am going to fix this. Thanks also for reporting the error of "dsge" versus "Dsge".
Best,
My understanding is that the "moments_varendo" option works, but the fields in oo_.PosteriorTheoreticalMoments are wrong in the reference manual. I am going to fix this. Thanks also for reporting the error of "dsge" versus "Dsge".
Best,
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
- SébastienVillemot
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- Location: Paris, France
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