I'm a big fan of the newrat optimiser that comes with Dynare 4 (options: mode_compute=5). It's found the mode for some nasty models where nothing else has worked.
Just thought I'd mention a possible bug, though. Its subroutine DsgeLikelihood_hh failed at line 224, because the variable LIK wasn't defined. This occurred when kalman_algo was set to 2, and H was zero. Should line 220 read "elseif (options_.kalman_algo == 2 || options_.kalman_algo == 3)"?
Jamie
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Bug in newrat?
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As Dynare 4 is the current Dynare version, there forum is now close. Post new question in the Dynare Help Forum.
As Dynare 4 is the current Dynare version, there forum is now close. Post new question in the Dynare Help Forum.
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Bug in newrat?
by JamieHall » Tue Feb 24, 2009 9:48 pm
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