Different versions of Dynare matter
Posted:
Sat Apr 09, 2016 9:49 amby shufecj
Dear all,
When I run a bayesian estimation, I find it can be run in version 4.3.3, but not in 4.4.3? The code and data is as attachment.
Thank you very much!
Jie
Re: Different versions of Dynare matter
Posted:
Sun Apr 10, 2016 6:14 amby jpfeifer
What is the error message?
Re: Different versions of Dynare matter
Posted:
Mon Apr 11, 2016 2:12 pmby shufecj
jpfeifer wrote:What is the error message?
When I run the code in version 4.4.3, it will show "Blanchard Kahn conditions are not satisfied: indeterminacy" while the code works well in version 4.3.3. It puzzles me a lot. Thanks.
Re: Different versions of Dynare matter
Posted:
Mon Apr 11, 2016 3:10 pmby jpfeifer
It could be that you need to add the
- Code: Select all
diffuse_filter
option to estimation.
Re: Different versions of Dynare matter
Posted:
Sun Apr 17, 2016 8:24 amby shufecj
jpfeifer wrote:It could be that you need to add the
- Code: Select all
diffuse_filter
option to estimation.
Thank you for your help. Can you tell me where I should put the "diffuse_filter"?
var
varexo
parameters
model
varobs
estimated_params
estimation()
Thanks a lot!
Re: Different versions of Dynare matter
Posted:
Sun Apr 17, 2016 4:49 pmby jpfeifer
See the manual. It is an option of
- Code: Select all
estimation()