estimation - options for mode_compute=6

[gcandian]

Hello,

I am estimating a DSGE model and I would like to change some of the options for mode_compute=6 such as

options_.gmhmaxlik.iterations

or

options_.gmhmaxlik.nclimb

where in the mod file can I do that? Could anybody give me an example?

For now my estimation line reads something like this:

estimation(datafile=data,mh_nblocks=4,mh_replic=50000,mh_jscale=1.1,mode_compute=6,mode_check);

Thank you very much!

Giacomo

[jpfeifer]

See the manual for Dynare 4.4.3 on page 57 under

optim = (NAME, VALUE, ...)

You are going to need something along the lines of

Code: Select all

estimation(..., mode_compute=6, optim=(’NumberOfMh’,3,’nclimb’,200000), ...);

[gcandian]

Thank you, Johannes! Always very helpful!