Hi Marco,
could you please have a look at the attached mod-file rbc_ident. There, only variances of exogenous variables are estimated. In both 4.4.3 and master it triggers various bugs. The first thing is that in identification_analysis.m
if ~isempty(estim_params_.var_exo),
normaliz1 = estim_params_.var_exo(:,7); % normalize with prior standard deviation
else
normaliz1=[];
end
if ~isempty(estim_params_.param_vals),
normaliz1 = [normaliz1; estim_params_.param_vals(:,7)]'; % normalize with prior standard deviation
end
should be
if ~isempty(estim_params_.var_exo),
normaliz1 = estim_params_.var_exo(:,7)'; % normalize with prior standard deviation
else
normaliz1=[];
end
if ~isempty(estim_params_.param_vals),
normaliz1 = [normaliz1 estim_params_.param_vals(:,7)']; % normalize with prior standard deviation
end
Otherwise, if isempty(estim_params_.param_vals) then normaliz1 is a column, not a row vector. But even upon fixing this, another error appears.
When defining the standard deviations as structural parameters, everything works fine.
Best,
Johannes