[Trac] #177: mode_compute = 5 and dsge-var
#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: | --------------------------+------------------------------------------------- Paul McNelis reports that mode_compute=5 doesn't work with dsge-var estimation -- Ticket URL: <https://www.dynare.org/trac/ticket/177> Dynare <http://www.dynare.org> The Dynare project
Thanks Michel, I never tried dsge-var with optiomizer n. 5. I can have a look using the test project for dsge-var (after Easter I think) best Marco On 4/20/2011 11:46 AM, 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: | --------------------------+------------------------------------------------- Paul McNelis reports that mode_compute=5 doesn't work with dsge-var estimation
-- 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
#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. -- Ticket URL: <https://www.dynare.org/trac/ticket/177#comment:1> Dynare <http://www.dynare.org> The Dynare project
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
#177: mode_compute = 5 and dsge-var ----------------------+----------------------------------------------------- Reporter: michel | Owner: Type: bug | Status: closed Priority: major | Milestone: 4.3 Component: General | Version: Resolution: fixed | Keywords: ----------------------+----------------------------------------------------- Changes (by sebastien): * status: new => closed * resolution: => fixed Comment: Fixed in 7ef87c92a3e013df99a1892739d554d88b166796 -- Ticket URL: <https://www.dynare.org/trac/ticket/177#comment:2> Dynare <http://www.dynare.org> The Dynare project
participants (2)
-
Marco Ratto -
Trac Dynare