i get the following error when i do MCMC
Warning: Log of zero.
> In metropolis at 822
In dynare_estimation at 778
In Version_18_m at 403
In dynare at 26
i think this has to do with the log data density compution. have you guys encountered it?
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Metropolis Error
by pun_star » Wed Apr 18, 2007 3:39 pm
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by MichelJuillard » Tue May 15, 2007 5:11 am
This usually happens when the Metropolis iterations don't move enough. It is often due to a bad mode. Check for 0 standard deviation in the posterior mode report.
Best
Michel
Best
Michel
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