Dear all,
Does anybody know where Dynare stores the value of the likelihood when it does ML so that I can call it?
Thank you
Jean-Paul
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Value of likelihood?
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Value of likelihood?
by jlhuillier » Mon Mar 10, 2008 10:59 am
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by glucke » Tue Mar 11, 2008 8:41 am
dynare_estimation.m
You could find exact place within file by searching "fminunc". That is way to call likelihood function that I use.
If you need only value of likelihood function then you could use value that is shown by DYNARE (when you use estimation). It is saved at log-file.
I don't know whether Likelihood value is saved at output variables or not.
You could find exact place within file by searching "fminunc". That is way to call likelihood function that I use.
If you need only value of likelihood function then you could use value that is shown by DYNARE (when you use estimation). It is saved at log-file.
I don't know whether Likelihood value is saved at output variables or not.
Sorry for my English. I'm from Russia.
- glucke
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- Joined: Sun Apr 01, 2007 6:43 pm
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