estimate a subset of parameters

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estimate a subset of parameters

Postby jint83 » Tue Nov 24, 2015 5:47 pm

Is there a way for dynare to estimate a subset of parameters while the rest of the parameters are taken as given?
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Re: estimate a subset of parameters

Postby jpfeifer » Tue Nov 24, 2015 7:00 pm

Yes. Fully set all parameters of the model and only include the parameters you want to estimate in the estimated_params-block. The ones not present in this block will be kept at their preset value.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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