prefilter in estimation

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prefilter in estimation

Postby bigbigben » Thu Jun 04, 2009 12:50 am

I specified 5 observables in the mod file. When I set prefilter=0, the code can run, but when I set prefilter=6, the following error message popped out:
Declared number of observed variables = 6
Number of variables in the database = 216

??? Error using ==> initial_estimation_checks at 44
Estimation can't take place because the declared number of observedvariables doesn't match the number of variables in
the database.

Error in ==> dynare_estimation at 319
initial_estimation_checks(xparam1,gend,data,data_index,number_of_observations,no_more_missing_observations);

Error in ==> news_correlation at 400
dynare_estimation(var_list_);

Error in ==> dynare at 102
evalin('base',fname) ;

Obviously, dynare takes the number of observations as the number of variables. It doesn't work if I change the dimesion of variables from n*1 to 1*n.
bigbigben
 
Posts: 171
Joined: Sun May 28, 2006 1:19 am

Re: prefilter in estimation

Postby StephaneAdjemian » Fri Jun 05, 2009 11:26 am

Hi, Can you post your mod file and your data file?
Best, Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
StephaneAdjemian
 
Posts: 429
Joined: Wed Jan 05, 2005 4:24 pm
Location: Paris, France.

Re: prefilter in estimation

Postby bigbigben » Fri Jun 05, 2009 6:29 pm

It seems to be a bug in verion 4.0. I have no problem if switching to Dynare 4.02.
bigbigben
 
Posts: 171
Joined: Sun May 28, 2006 1:19 am


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