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shock_decomposition

PostPosted: Mon Jun 06, 2016 8:47 am
by olivier
Hello,

I estimate a model with maximum likelihood (see file in attachment) and I do not manage to produce a shock decomposition exercise. I get the message:

"shock_decomposition: option parameter_set is not specified and posterior mode is not available"

Do I miss a specific command? Note that this question was already raised in a post (federico, on Fri Sep 05, 2014 11:14 am) but without answer.

Thanks !

Re: shock_decomposition

PostPosted: Tue Jun 07, 2016 8:03 am
by jpfeifer
This seems to be a bug. I will keep you updated. For now, simply put
Code: Select all
oo_.posterior_mode=oo_.mle_mode;

before the shock_decomposition command

Re: shock_decomposition

PostPosted: Tue Jun 07, 2016 8:25 am
by olivier
Perfect. Many thanks !