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Fixes around models with unit roots.

time-shift
Marco Ratto 2016-05-17 11:47:07 +02:00
parent c9bc685049
commit 42170c6c13
1 changed files with 3 additions and 1 deletions
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4
matlab/dynare_identification.m
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@ -66,8 +66,10 @@ else
warning('IDENTIFICATION:: Previously the diffuse_filter option was used, but it was not passed to the identification command. This may result in problems if your model contains unit roots.')
end
if isfield(options_ident,'lik_init')
options_.lik_init=options_ident.lik_init; %make options_ inherit lik_init
if options_ident.lik_init==3 %user specified diffuse filter using the lik_init option
options_ident.analytic_derivation=0; %diffuse filter not compatible with analytic derivation
options_.analytic_derivation=0; %diffuse filter not compatible with analytic derivation
end
end
end
@ -144,7 +146,7 @@ options_.mode_compute = 0;
options_.plot_priors = 0;
options_.smoother=1;
[dataset_,dataset_info,xparam1,hh, M_, options_, oo_, estim_params_,bayestopt_]=dynare_estimation_init(M_.endo_names,fname_,1, M_, options_, oo_, estim_params_, bayestopt_);
options_ident.analytic_derivation_mode = options_.analytic_derivation_mode;
options_ident = set_default_option(options_ident,'analytic_derivation_mode',options_.analytic_derivation_mode); % if not set by user, inherit default global one
if prior_exist
if any(bayestopt_.pshape > 0)