Identification failure

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Re: Identification failure

Postby Seungcheol Lee » Thu Aug 06, 2015 12:43 pm

Thank you for your quick reply.

I could find posterior moments after requesting "moments_varendo", but I think it's not what I wanted to look at.

My actual goal is to get Bayesian credible intervals for endogenous variables.

Specifically, the credible intervals for "var a rn pi yg; %unobservables" in my mod file (D_infe_NK2WO.mod).

Is it possible? In that case, how I can get the intervals and where I can find the interval in results?
Seungcheol Lee
 
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Re: Identification failure

Postby jpfeifer » Thu Aug 06, 2015 12:45 pm

Is guess you are looking for the results from the
Code: Select all
smoother
option.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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