Dynare forums

Hi,

I want to get an asymptotic covariance at mode.

I know that dynare stores the hessian(hh) in a file called MODEL_FILENAME_mode.mat.

To get an asymptotic covariance at mode, which way should I do afteropening mode file.mat?


1. inv(hh)

2. inv(-hh)

3. hh

4. what else


Thanks in advance.

Dynare uses

Code: Select all

        invhess = inv(hh);
        stdh = sqrt(diag(invhess));
        oo_.posterior.optimization.Variance = invhess;


The minus is not necessary, because the Hessian was computed on minus the log-likelihood function.