diff --git a/doc/dynare.texi b/doc/dynare.texi index 38f90a9cc..090b805cc 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -4216,10 +4216,10 @@ The Monte Carlo Markov Chain (MCMC) diagnostics are generated by the estimation command if @ref{mh_replic} is larger than 2000 and if option @ref{nodiagnostic} is not used. If @ref{mh_nblocks} is equal to one, the convergence diagnostics of @cite{Geweke (1992,1999)} is computed. It uses a -chi square test to compare the means of the first and last draws specified in -@ref{geweke_interval} (@pxref{geweke_interval}) after discarding the burnin of @ref{mh_drop}. The test is +chi square test to compare the means of the first and last draws specified by +@ref{geweke_interval} after discarding the burnin of @ref{mh_drop}. The test is computed using variance estimates under the assumption of no serial correlation -as well as using tapering windows specified in @ref{taper_steps} (@pxref{taper_steps}). +as well as using tapering windows specified in @ref{taper_steps}. If @ref{mh_nblocks} is larger than 1, the convergence diagnostics of @cite{Brooks and Gelman (1998)} are used instead. As described in section 3 of @cite{Brooks and Gelman (1998)} the univariate @@ -4771,7 +4771,7 @@ Percent tapering used for the spectral window in the @cite{Geweke (1992,1999)} convergence diagnostics (requires @ref{mh_nblocks}=1). The tapering is used to take the serial correlation of the posterior draws into account. Default: @code{[4 8 15]}. -@item geweke_interval = [@var{double} @var{double}] +@item geweke_interval = [@var{DOUBLE} @var{DOUBLE}] @anchor{geweke_interval} Percentage of MCMC draws at the beginning and end of the MCMC chain taken to compute the @cite{Geweke (1992,1999)} convergence diagnostics (requires @ref{mh_nblocks}=1)