Documentation on estim. option "selected_variables_only"

[gin]

Dear,

It appears that the Dynare manual entry regarding the estimation option selected_variables_only:

selected_variables_only
Only run the smoother on the variables listed just after the estimation command. Default: run the smoother on all the declared endogenous variables.

is not valid with respect to the default - as it appears to me that this option is in effect even without explicitly declaring it (in which case options_.selected_variables_only=0), i.e., the oo_.SmoothedVariables structure contains only those variables listed below the estimation command even without that option having been activated.

So, maybe the particular manual entry should be altered.

gin

[jpfeifer]

I would need more information. Are you talking about Dynare 4.4.3? If yes, are you using ML or Bayesian estimation? Could you provide me with files to replicate the issue?

[gin]

Dynare 4.4.3
Bayesian estimation

Several files are needed to replicate but the mod-file is attached.

Let me know if still need to replicate.

gin