You are right. If I  force analytic_derivation=0, it does not crash.

Am 30.05.2014 15:53, schrieb Marco Ratto:
thank you. I will have to look  into this.
By the way, if you  force manually analytic_derivation=0,  I  guess the estimation does not crash?

best
Marco

On 5/29/2014 3:18 PM, Johannes Pfeifer wrote:
Dear all,

There seems to be a bug in dsge_likelihood.m that occurs when calling
estimation after identification. In the attached mod-file in
dsge_likelihood.m we have in lines 628 following:

    if analytic_derivation==1,
 
analytic_deriv_info={analytic_derivation,DT,DYss,DOm,DH,DP,asy_Hess};
    else
 
analytic_deriv_info={analytic_derivation,DT,DYss,DOm,DH,DP,D2T,D2Yss,D2Om,D2
H,D2P};
        clear DT DYss DOm DH DP D2T D2Yss D2Om D2H D2P,
    end

that is if analytic_derivation==2 set by identification we delete DH. But in
line 714 we access DH, which was deleted.

                if analytic_derivation,
                    for j=1:pp,
                        tmp(j,:)=DH(j,j,:);
                    end
                    DH=tmp;
                end

It seems we have to account for this case.

Best,

Johannes
--
Johannes Pfeifer
Haußerstr. 29
72076 Tübingen
Tel.: +49-(0)7071-6396184
Mobil.: +49-(0)170-6936820
Germany



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Marco Ratto,
Joint Research Centre
The European Commission,
TP 361, 21027 ISPRA(VA), ITALY
Tel: +39 0332 78 3794
Fax: +39 0332 78 5752
marco.ratto@jrc.ec.europa.eu


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