Indeed, the problem is about the outer product gradient (provided by dsgelikelihood_hh and for which there cannot be an equivalent form for dsge-var's). However, I can put an option in optimizer=5 that excludes outer product, and I think it can be put at work also dsge-var. best Marco On 4/29/2011 12:41 PM, Trac Dynare wrote:
#177: mode_compute = 5 and dsge-var --------------------------+------------------------------------------------- Reporter: michel | Owner: Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+-------------------------------------------------
Comment(by sebastien):
Stéphane says the two options are inherently incompatible.
This should be documented in the ref manual, and an explicit error message should be added.
-- Marco Ratto, (http://easu.jrc.ec.europa.eu/), Joint Research Centre The European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 5639 Fax: +39 0332 78 5733 marco.ratto@jrc.ec.europa.eu