Hi All
Was wondering what exactly the command options_.mh_posterior_mode_estimation=1, does...
Does it just compute the mode of the marginal posterior distributions from the MH routine? This can at times differ a bit from the 'mode' that the optimiser finds? Is that a good guess?
Thanks
Reuben
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mh_posterior_mode_estimation
by reubenpjacob » Thu Aug 27, 2015 9:37 pm
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Re: mh_posterior_mode_estimation
by jpfeifer » Fri Aug 28, 2015 8:24 am
Why are you using this? For a tentative answer, see https://github.com/DynareTeam/dynare/issues/1044
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