#257: Broken estimation of models with non-diagonal covariance matrix for shocks and calibrated correlation -------------------------+-------------------------------------------------- Reporter: sebastien | Owner: stepan Type: bug | Status: closed Priority: critical | Milestone: 4.3 Component: Estimation | Version: 4.2.5 Resolution: fixed | Keywords: -------------------------+-------------------------------------------------- Comment(by jpfeifer): The issue is not solved as e.g. dsge_likelihood does not use set_all_parameters.m to update the covariance matrix in each step. The attached mod-file should be added as a unit check. Currently the attached mod-file leads to a complex likelihood as the covariance matrix is not positive definite. This shows another issue related to ticket 59. As complex likelihoods only result in a penalty, but not in an error code different from 0, initial_estimation_checks.m does not display an error message with these starting values. -- Ticket URL: <https://www.dynare.org/trac/ticket/257#comment:3> Dynare <http://www.dynare.org> The Dynare project