Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
Random Walk Metropolis
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
2 posts
• Page 1 of 1
Random Walk Metropolis
by sidus87 » Fri Jul 20, 2012 7:10 pm
I estimated my model using mode_compute=6 (which takes around 45 minutes). Since the acceptance rate during the Metropolis-Hastings is too low, i need to lower the scale parameter. The question is: is there a way to go directly to the M-H using the values previously estimated?
- sidus87
- Posts: 23
- Joined: Sat Jun 23, 2012 9:46 pm
- Location: London, UK
Re: Random Walk Metropolis
by jpfeifer » Fri Jul 20, 2012 9:11 pm
Try using mode_compute=0 and providing the mode-file using the mode_file option of estimation. See the manual.
- jpfeifer
- Posts: 6940
- Joined: Sun Feb 21, 2010 4:02 pm
- Location: Cologne, Germany
2 posts
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 5 guests