[Trac] #169: recent change to oo_.steady_state breaks estimation
#169: recent change to oo_.steady_state breaks estimation --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: critical | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- The commit 9f7cfaec007f0d4aa805047823c3fb4ce020d6b9 has broken estimation, in particular of fs2000.mod. The mode optimization fails: {{{ POSTERIOR KERNEL OPTIMIZATION PROBLEM! (minus) the hessian matrix at the "mode" is not positive definite! => posterior variance of the estimated parameters are not positive. You should try to change the initial values of the parameters using the estimated_params_init block, or use another optimization routine. warning: The results below are most likely wrong! }}} Commenting out line 123 of resol.m fixes the problem: {{{ oo_.steady_state = steady_state; }}} -- Ticket URL: <https://www.dynare.org/trac/ticket/169> Dynare <http://www.dynare.org> The Dynare project
#169: recent change to oo_.steady_state breaks estimation ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: bug | Status: closed Priority: critical | Milestone: Component: Core M-files | Version: Resolution: fixed | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien): * status: new => closed * resolution: => fixed Comment: Fixed in dcfe3e57491af8292674100667460a104cda1b7f -- Ticket URL: <https://www.dynare.org/trac/ticket/169#comment:1> Dynare <http://www.dynare.org> The Dynare project
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