Hi, everyone
When I estimated a model by dynare, i can get the posterior mean from the filename_mean.mat . I also extact the mcmc draws of the parameters from the subfolder metropolis , and compute the mean of the posterior draws, but i get the different results.
Could anyone tell me why?
Best Regards
Zeng Tao
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different posterior mean
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different posterior mean
by zenghaiwei » Sun Oct 28, 2012 2:49 pm
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Re: different posterior mean
by jpfeifer » Mon Oct 29, 2012 8:10 am
You must discard the same number of draws at the beginning.
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Re: different posterior mean
by zenghaiwei » Mon Oct 29, 2012 3:12 pm
I have discard the build-in draws but still have the different results
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Re: different posterior mean
by jpfeifer » Tue Oct 30, 2012 7:52 am
Could you please describe as precisely as possible what you did so that I can try to replicate your problem. And which version of Dynare?
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Re: different posterior mean
by zenghaiwei » Wed Oct 31, 2012 3:36 pm
Thank a lot, Prof. I have solved this problem, you are right.
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