Hi Marco,
could you please have a look at the attached mod-file I got from
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6795
It has a unit root and without the options_.lik_init=2 I put returns a
wrong error. Thus, I pushed https://github.com/DynareTeam/dynare/pull/922
But even when setting options_.lik_init=2, it runs, but the two
parameters phi and alpha are not identified. Having a cursory look at
the model this is strange. When adding rho_a as an estimated parameter,
suddenly phi is identified. Can such an interaction occur or is this a
bug? I though identification is about partial derivatives that are
unaffected by other estimated parameters.
Best,
Johannes
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Johannes Pfeifer
Department of Economics
University of Mannheim
L7, 3-5, Room 242
68131 Mannheim
Germany
+49 (0)621 181-3430
