how to compute the first and second order derivatives

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how to compute the first and second order derivatives

Postby zenghaiwei » Tue Nov 20, 2012 1:57 am

Hi all

How to comopute the first order and secong order derivatives of dsge model with respect to deep parameters?

Thanks a lot
zenghaiwei
 
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Re: how to compute the first and second order derivatives

Postby SébastienVillemot » Mon Jan 07, 2013 3:23 pm

Have a look at the *_params_derivs.m files created by the preprocessor when you use the "identification" command.
Sébastien Villemot
Economist at OFCE – Sciences Po
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