#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
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
#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.
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.
#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
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Marco Ratto -
Trac Dynare