Difficulties when estimate a DSGE model
Posted: Wed Feb 22, 2012 6:39 amDear all,
I am estimating a economic DSGE model with DYNARE, and I meet problems as follow:
??? Error using ==> chol
Matrix must be positive definite.
Error in ==> gmhmaxlik at 232
dd = transpose(chol(CovJump));
Error in ==> dynare_estimation_1 at 307
[xparam1,PostVar,Scale,PostMean] = ...
Error in ==> dynare_estimation at 62
dynare_estimation_1(var_list,varargin{:});
Error in ==> mp at 262
dynare_estimation(var_list_);
Error in ==> dynare at 132
evalin('base',fname) ;
Since I am a begginner of DYNARE, I don't know how to solve the problem. I need your help, thank you very much.
I am estimating a economic DSGE model with DYNARE, and I meet problems as follow:
??? Error using ==> chol
Matrix must be positive definite.
Error in ==> gmhmaxlik at 232
dd = transpose(chol(CovJump));
Error in ==> dynare_estimation_1 at 307
[xparam1,PostVar,Scale,PostMean] = ...
Error in ==> dynare_estimation at 62
dynare_estimation_1(var_list,varargin{:});
Error in ==> mp at 262
dynare_estimation(var_list_);
Error in ==> dynare at 132
evalin('base',fname) ;
Since I am a begginner of DYNARE, I don't know how to solve the problem. I need your help, thank you very much.
mp.mod- This is the model file
- (2.29 KiB) Downloaded 78 times
- data_Est_1sh.m
- This is the data file
- (3 KiB) Downloaded 71 times