Dear all,
Suppose I want to add draws (e.g. using "mc_recover" or "load_mh_file") to an existing Metropolis-Hastings chain of parameters for my DSGE model. The mod-file includes an "estimated_params_init" block.
My question: will the additional draws be initialized at the point specified by "estimated_params_init", or will they be initialized at the last draw in the existing chain?
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Parameter initialization
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Parameter initialization
by DrB » Fri Sep 16, 2016 1:20 pm
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Re: Parameter initialization
by jpfeifer » Sun Sep 18, 2016 9:42 am
In Dynare 4.4.3 the behavior was problematic. Therefore, initialization or specified mode-files/mode-computation mattered in some cases. In the unstable version, proper continuation is assured. See https://github.com/DynareTeam/dynare/pull/1230 and https://github.com/DynareTeam/dynare/pull/1136
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