automatically use default option in bayesian estimation?

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automatically use default option in bayesian estimation?

Postby HouseC » Wed Aug 03, 2016 7:57 am

Dears,

While we run Bayesian estimation using dynare, we need specify the ''options [default is 1] =''.
Is it possible to skip this input? Or could we write a small program in Matlab to automatically fill in the options and continue the estimation.

Best
HouseC
 
Posts: 41
Joined: Fri Apr 19, 2013 3:36 am

Re: automatically use default option in bayesian estimation?

Postby jpfeifer » Wed Aug 03, 2016 8:20 am

In the unstable version, you can use the
Code: Select all
consider_all_endogenous

option. In Dynare 4.4.3 you need to copy the names of the endogenous variables after the estimation command like you would to with stoch_simul
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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Re: automatically use default option in bayesian estimation?

Postby HouseC » Wed Aug 03, 2016 9:01 am

jpfeifer wrote:In the unstable version, you can use the
Code: Select all
consider_all_endogenous

option. In Dynare 4.4.3 you need to copy the names of the endogenous variables after the estimation command like you would to with stoch_simul


Thanks! Just to confirm that the unstable version mentioned is the one available in http://www.dynare.org/download/dynare-unstable
HouseC
 
Posts: 41
Joined: Fri Apr 19, 2013 3:36 am

Re: automatically use default option in bayesian estimation?

Postby jpfeifer » Wed Aug 03, 2016 9:03 am

Yes.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
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Location: Cologne, Germany

Re: automatically use default option in bayesian estimation?

Postby HouseC » Wed Aug 03, 2016 9:08 am

jpfeifer wrote:Yes.

Many thanks!
Last question is: the option mean the one inside command 'estimation'.
the command should be something like:
estimation(datafile=xxxx,
consider_all_endogenous,
...
);

right?

Best,
HouseC
 
Posts: 41
Joined: Fri Apr 19, 2013 3:36 am

Re: automatically use default option in bayesian estimation?

Postby jpfeifer » Wed Aug 03, 2016 10:01 am

Yes, see the manual to the unstable version.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany

Re: automatically use default option in bayesian estimation?

Postby HouseC » Wed Aug 03, 2016 12:11 pm

jpfeifer wrote:Yes, see the manual to the unstable version.

Many thanks!
HouseC
 
Posts: 41
Joined: Fri Apr 19, 2013 3:36 am


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