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Consider the effective number of structural innovations in initial_estimation_checks routine. Some of the declared structural innovations may have been calibrated with a zero variance.

time-shift
Stéphane Adjemian (Charybdis) 2012-06-14 14:49:10 +02:00
parent b907e82e7b
commit 1763855225
1 changed files with 5 additions and 1 deletions
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6
matlab/initial_estimation_checks.m
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@ -31,7 +31,11 @@ function DynareResults = initial_estimation_checks(objective_function,xparam1,Dy
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if DynareDataset.info.nvobs>Model.exo_nbr+EstimatedParameters.nvn
error(['initial_estimation_checks:: Estimation can''t take place because there are less shocks than observed variables!'])
error(['initial_estimation_checks:: Estimation can''t take place because there are less declared shocks than observed variables!'])
end
if DynareDataset.info.nvobs>find(diag(Model.Sigma_e))+EstimatedParameters.nvn
error(['initial_estimation_checks:: Estimation can''t take place because too many shocks have been calibrated with a zero variance!'])
end
% check if steady state solves static model (except if diffuse_filter == 1)