Get negative variance of variables in DYNARE++!
Posted: Wed Dec 31, 2014 7:26 am
I wrote a model by myself and run it in DYNARE++. Unfortunately, I got negative variance for several variables. They are all close to zero. I guess this happened because of round error in underlying computation. Actually, their variances should be zero. Also, I think I have to do the simulation (dynare_simul) to get the correct variance for variables in my model. Am I correct? please help me!