storing parameter values with RecursiveForecast command

[pml20v2.0]

Dear Dynare team,

Are the intermediate parameter estimates (and various moments) stored somewhere when estimating with nobs = [t:t+k] and forecast = n? Or must I loop k+1 times my model with nobs =t and forecast = n to retrieve them? It seems the former would be a neat addition to the RecursiveForecast structure (unless I'm too thick to find it in the already gi-normous tree).
Thanks,
Pierre

[jpfeifer]

Try putting

Code: Select all

global oo_recursive_

at the beginning of your mod-file. After running recursive estimation, that shoud allow you to access oo_recursive_, which is a cell array storing the full results structures.

[pml20v2.0]

Thanks, Johannes.
Pierre