mh_nblocks

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mh_nblocks

Postby tandynare » Wed Jan 23, 2008 9:47 pm

In the estimation command one can specify the mh_nblocks parameter. What does it really mean? In Metropolis-Hastings simulation, one can do it by separating the variables into several blocks/groups. Is this mh_nblocks parameter related to that, or is it something else?
Thanks.
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Re: mh_nblocks

Postby StephaneAdjemian » Tue Sep 02, 2008 9:05 am

Hi, If you choose mh_nblck>1 (the default value is two) Dynare will run mh_nblck Markov Chains starting from different initial conditions randomly selected around the posterior mode.

Best,
Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
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