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Accessi the Hessian matrix after post mode is maximized

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Accessi the Hessian matrix after post mode is maximized

Postby ARebucci » Thu Apr 19, 2007 12:43 pm

I am trying to access (to use it elsewhere) the Hessian matrix after the maximization of the posterior mode and was wondering how to get that.
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Postby reubenpjacob » Thu Apr 19, 2007 7:12 pm

i think it is available in the Filename_mode.mat file, that dynare creates when it finds the mode.the matrix is named hh, i think. do check out.

reuben
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Postby reubenpjacob » Thu Apr 19, 2007 7:13 pm

the mode is called xparam1 i think
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