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automatically use default option in bayesian estimation?

PostPosted: Wed Aug 03, 2016 7:57 am
by HouseC
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

Re: automatically use default option in bayesian estimation?

PostPosted: Wed Aug 03, 2016 8:20 am
by jpfeifer
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

Re: automatically use default option in bayesian estimation?

PostPosted: Wed Aug 03, 2016 9:01 am
by HouseC
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

Re: automatically use default option in bayesian estimation?

PostPosted: Wed Aug 03, 2016 9:03 am
by jpfeifer
Yes.

Re: automatically use default option in bayesian estimation?

PostPosted: Wed Aug 03, 2016 9:08 am
by HouseC
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,

Re: automatically use default option in bayesian estimation?

PostPosted: Wed Aug 03, 2016 10:01 am
by jpfeifer
Yes, see the manual to the unstable version.

Re: automatically use default option in bayesian estimation?

PostPosted: Wed Aug 03, 2016 12:11 pm
by HouseC
jpfeifer wrote:Yes, see the manual to the unstable version.

Many thanks!