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cannot find oo_.PosteriorTheoreticalMoments

PostPosted: Fri Apr 01, 2016 2:35 pm
by fuyangzhao
I wrote the following code:

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estimation(datafile=data_diff_FHFA,mode_check,mode_compute=5,lik_init=2,mh_replic=0,moments_varendo,mh_nblocks=2,presample = 3,mh_jscale=0.20,mh_drop=0.2,optim=('Display','iter','MaxFunEvals',1500),smoother, forecast=20,conditional_variance_decomposition=[1 4 8 16 20]) DLogQl  DLogQ  DLogC DLogI DLogB LogL Ql I B C Y;


but I cannot find the result of oo_.PosteriorTheoreticalMoments ...

Is there anything wrong?

Re: cannot find oo_.PosteriorTheoreticalMoments

PostPosted: Fri Apr 01, 2016 3:20 pm
by jpfeifer
Yes, you cannot use
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mh_replic=0

When there are no MCMC draws, there is no posterior object to compute.

Re: cannot find oo_.PosteriorTheoreticalMoments

PostPosted: Sat Apr 02, 2016 1:46 am
by fuyangzhao
jpfeifer wrote:Yes, you cannot use
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mh_replic=0

When there are no MCMC draws, there is no posterior object to compute.


Thanks!
And...One more question...In
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stoch_simul(...)
, we can use
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conditional_variance_decomposition = [INTEGER1 INTEGER2 ...]
, and in
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estimation(...)
, we can also use
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conditional_variance_decomposition = [INTEGER1 INTEGER2 ...]
. What's the difference? If I write both in one mod file, could they give us the same results?

Re: cannot find oo_.PosteriorTheoreticalMoments

PostPosted: Sat Apr 02, 2016 7:24 am
by jpfeifer