Log data density [Laplace approximation] is NaN.

[coot]

Hello.

When I run a DSGE model (tried compute_mode from 1 to 7 [except 2]), I get errors, usually something related to

Log data density [Laplace approximation] is NaN.

what is the problem ??

[jpfeifer]

Please post the mod-file.

[coot]

model_bas_PriorsAndPosteriors2.pdf

posterior mode and distribution

(8.05 KiB) Downloaded 192 times

Solved the problem. I missed somethings...
But I get strange posterior mode and distribution graphs. Any ideea or comment would be ok...
One more thing, my model fits the data almost perfect, and all measurement errors are 0

[jpfeifer]

Again, without the mod-file, the data-file and some information what the variables in your posted PDF mean, it's hard to judge what's going on. Did you correctly specify the measurement equation, taking care of stationarity? And how many observables and shocks do you have?

[coot]

I've solved the problems. I'll post the files when I run out of ideas. The model has about 70 equations, 15 observable variables, it is the one developed in Adolfson et. al 2005. Now there is no reason for me to post the files because I find every time some mistakes to correct them. But when I am finished or out of ideas I'll post it.