Hi there,
Whenever I try to use the new endogenous prior option I get some problems with the positive definiteness of the the hessian matrix. I am using the mode_compute = 6 option. Any idea of why this happens ? If I remove this option I manage to go ahead with the estimation. I´m curious because I would like to see by how much the endogenous prior option changes my results, if any.
Thanks.
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Endogenous prior option
by costa » Thu Jan 30, 2014 2:38 am
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Re: Endogenous prior option
by jpfeifer » Thu Jan 30, 2014 7:13 am
Hi,
could you please provide an example.
could you please provide an example.
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