estimated params

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estimated params

Postby tahmin » Sat Jan 04, 2014 8:58 am

Hi all,
When I run my model, appear this errors:

Error using dynare_estimation_init (line 283)
ESTIMATION: the 'estimated_params' block is mandatory (unless you
are running a smoother)

Error in dynare_estimation_1 (line 81)
[dataset_,xparam1, hh, M_, options_, oo_,
estim_params_,bayestopt_] = dynare_estimation_init(var_list_,
dname, [], M_, options_, oo_, estim_params_, bayestopt_);

Error in dynare_estimation (line 84)
dynare_estimation_1(var_list,dname);

Error in qwe (line 483)
dynare_estimation(var_list_);

Error in dynare (line 162)
evalin('base',fname) ;


I don't know how to calculate estimated params in my model. please help me.
I can't solve this errors. please help me to solve it, because my time for deliver my project is very limited.
Thanks
Attachments
Untitled2.m
(2.95 KiB) Downloaded 64 times
qwe.mod
(2.37 KiB) Downloaded 93 times
data.xls
(11.61 KiB) Downloaded 61 times
tahmin
 
Posts: 37
Joined: Wed Dec 04, 2013 9:48 pm

Re: estimated params

Postby jpfeifer » Sat Jan 04, 2014 9:38 am

The estimated_params block tells Dynare which parameters to estimate and whether you want to do ML or Bayesian estimation.
------------
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: estimated params

Postby tahmin » Sat Jan 04, 2014 9:46 am

Thanks for your reply.
But what should I do now? I don't know how I would solve the problem. In the lower part of the parameters, the value is written. I've used the calibration procedure.
estimated_params is for bayesian method?
tahmin
 
Posts: 37
Joined: Wed Dec 04, 2013 9:48 pm

Re: estimated params

Postby jpfeifer » Sat Jan 04, 2014 9:56 am

If you don't know which parameters you want to estimate, there is not point in estimation. An example mod-file is the fs2000.mod in the examples folder.
------------
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: estimated params

Postby tahmin » Sat Jan 04, 2014 10:02 am

Thanks for your reply my professor.
I'm a beginner in Dynare and I'm sorry about the primary questions. estimated_params is for Baysien method?
Because I appear value of parameters in lines 10 to 42. How can I get rid of this error?
Thanks for your attention.
tahmin
 
Posts: 37
Joined: Wed Dec 04, 2013 9:48 pm

Re: estimated params

Postby jpfeifer » Sat Jan 04, 2014 11:20 am

But those are calibrated values. Why do you need the estimation statement at all? Can't you just delete it and use the stoch_simul command?
------------
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: estimated params

Postby tahmin » Sat Jan 04, 2014 11:47 am

Thanks for your reply.
in estimation command, I wrote "diffuse_filter" because I encountering to "Blanchard_Kahn conditions are not satisfied: no stable equilibrium". and I used 6 variable observation and Excel address written on this command.
Is it possible that these errors do not appear without a written estimate command?
Please help me to solve errors because I have limited time.
tahmin
 
Posts: 37
Joined: Wed Dec 04, 2013 9:48 pm


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