Different versions of Dynare matter

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Different versions of Dynare matter

Postby shufecj » Sat Apr 09, 2016 9:49 am

Dear all,
When I run a bayesian estimation, I find it can be run in version 4.3.3, but not in 4.4.3? The code and data is as attachment.
Thank you very much!
Jie
Attachments
laborinvest.xls
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code.mod
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shufecj
 
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Joined: Fri Jul 22, 2011 5:36 am

Re: Different versions of Dynare matter

Postby jpfeifer » Sun Apr 10, 2016 6:14 am

What is the error message?
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: Different versions of Dynare matter

Postby shufecj » Mon Apr 11, 2016 2:12 pm

jpfeifer wrote:What is the error message?

When I run the code in version 4.4.3, it will show "Blanchard Kahn conditions are not satisfied: indeterminacy" while the code works well in version 4.3.3. It puzzles me a lot. Thanks.
shufecj
 
Posts: 9
Joined: Fri Jul 22, 2011 5:36 am

Re: Different versions of Dynare matter

Postby jpfeifer » Mon Apr 11, 2016 3:10 pm

It could be that you need to add the
Code: Select all
diffuse_filter

option to 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: Different versions of Dynare matter

Postby shufecj » Sun Apr 17, 2016 8:24 am

jpfeifer wrote:It could be that you need to add the
Code: Select all
diffuse_filter

option to estimation.

Thank you for your help. Can you tell me where I should put the "diffuse_filter"?
var
varexo
parameters
model
varobs
estimated_params
estimation()
Thanks a lot!
shufecj
 
Posts: 9
Joined: Fri Jul 22, 2011 5:36 am

Re: Different versions of Dynare matter

Postby jpfeifer » Sun Apr 17, 2016 4:49 pm

See the manual. It is an option of
Code: Select all
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


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