Hi Sébatien, The commits I pushed last night broke the estimation in dynare master. I hope the commit #59d3d30c90124965b10218205a8dc070842b198e, I have just pushed, fixes all these issues. The testsuite is still running (without errors) on my laptop... The non linear filters routines are not compatible with octave... I'll fix this as soon as possible. Best, Stéphane.