diff --git a/tests/arima/mod1b.mod b/tests/arima/mod1b.mod
index 3842bd674..73b6e8ff4 100644
--- a/tests/arima/mod1b.mod
+++ b/tests/arima/mod1b.mod
@@ -21,5 +21,5 @@ stderr e_y,INV_GAMMA_PDF,0.01,inf;
 end;
 
 varobs x y;
-options_.unit_root_vars = {'x'; 'y'};
-estimation(datafile=data1,nobs=1000,mh_replic=0,load_mh_file,mode_compute=0,mode_file=mod1b_mode,lik_init=2);
\ No newline at end of file
+unit_root_vars x y;
+estimation(datafile=data1,nobs=1000,mh_replic=0);
\ No newline at end of file
diff --git a/tests/arima/mod3a.mod b/tests/arima/mod3a.mod
new file mode 100644
index 000000000..0f0da16e3
--- /dev/null
+++ b/tests/arima/mod3a.mod
@@ -0,0 +1,24 @@
+var dx dy;
+varexo e_x e_y;
+
+parameters rho_x rho_y;
+
+rho_x = 0.5;
+rho_y = -0.3;
+
+model;
+dx = rho_x*dx(-1)+e_x;
+dy = rho_y*dy(-1)+e_y;
+end;
+
+estimated_params;
+rho_x,NORMAL_PDF,0.5,0.1;
+rho_y,NORMAL_PDF,-0.3,0.1;
+stderr e_x,INV_GAMMA_PDF,0.01,inf;
+stderr e_y,INV_GAMMA_PDF,0.01,inf;
+end;
+
+varobs dx dy;
+check;
+estimation(datafile=data1,nobs=1000,mh_replic=0,load_mh_file);
+stab_map_;
\ No newline at end of file
diff --git a/tests/fs2000/fs2000a.mod b/tests/fs2000/fs2000a.mod
index 44a9baaf9..cce28b4c7 100644
--- a/tests/fs2000/fs2000a.mod
+++ b/tests/fs2000/fs2000a.mod
@@ -98,4 +98,4 @@ end;
 options_.unit_root_vars = {'P_obs'; 'Y_obs'};
 
 //stoch_simul(order=1,nomoments,irf=0);
-estimation(datafile=fsdat,nobs=192,loglinear,mh_replic=5000,mh_nblocks=10,mh_drop=0.45,lik_init=2);
\ No newline at end of file
+estimation(datafile=fsdat,nobs=192,loglinear,mh_replic=5000,mh_nblocks=2,mh_drop=0.45);
\ No newline at end of file
diff --git a/tests/fs2000/fs2000b.mod b/tests/fs2000/fs2000b.mod
new file mode 100644
index 000000000..fdb95988c
--- /dev/null
+++ b/tests/fs2000/fs2000b.mod
@@ -0,0 +1,102 @@
+// This file replicates the estimation of the CIA model from 
+// Frank Schorfheide (2000) "Loss function-based evaluation of DSGE models" 
+// Journal of  Applied Econometrics, 15, 645-670.
+// the data are the ones provided on Schorfheide's web site with the programs.
+// http://www.econ.upenn.edu/~schorf/programs/dsgesel.ZIP
+// You need to have fsdat.m in the same directory as this file.
+// This file replicates: 
+// -the posterior mode as computed by Frank's Gauss programs
+// -the parameter mean posterior estimates reported in the paper
+// -the model probability (harmonic mean) reported in the paper
+// This file was tested with dyn_mat_test_0218.zip
+// the smooth shocks are probably stil buggy
+//
+// The equations are taken from J. Nason and T. Cogley (1994) 
+// "Testing the implications of long-run neutrality for monetary business
+// cycle models" Journal of Applied Econometrics, 9, S37-S70.
+// Note that there is an initial minus sign missing in equation (A1), p. S63.
+//
+// Michel Juillard, February 2004
+
+var m P c e W R k d n l gy_obs gp_obs Y_obs P_obs y dA;
+varexo e_a e_m;
+
+parameters alp bet gam mst rho psi del;
+
+alp = 0.33;
+bet = 0.99;
+gam = 0.003;
+mst = 1.011;
+rho = 0.7;
+psi = 0.787;
+del = 0.02;
+
+model;
+dA = exp(gam+e_a);
+log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
+-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
+W = l/n;
+-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
+R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
+1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
+c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
+P*c = m;
+m-1+d = l;
+e = exp(e_a);
+y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
+gy_obs = dA*y/y(-1);
+gp_obs = (P/P(-1))*m(-1)/dA;
+Y_obs/Y_obs(-1) = gy_obs;
+P_obs/P_obs(-1) = gp_obs;
+end;
+
+initval;
+k = 6;
+m = mst;
+P = 2.25;
+c = 0.45;
+e = 1;
+W = 4;
+R = 1.02;
+d = 0.85;
+n = 0.19;
+l = 0.86;
+y = 0.6;
+gy_obs = exp(gam);
+gp_obs = exp(-gam); 
+dA = exp(gam);
+end;
+
+shocks;
+var e_a; stderr 0.014;
+var e_m; stderr 0.005;
+end;
+
+steady;
+
+check;
+
+estimated_params;
+alp, beta_pdf, 0.356, 0.02; 
+bet, beta_pdf, 0.993, 0.002;
+gam, normal_pdf, 0.0085, 0.003;
+mst, normal_pdf, 1.0002, 0.007;
+rho, beta_pdf, 0.129, 0.223;
+psi, beta_pdf, 0.65, 0.05;
+del, beta_pdf, 0.01, 0.005;
+stderr e_a, inv_gamma_pdf, 0.035449, inf;
+stderr e_m, inv_gamma_pdf, 0.008862, inf;
+end;
+
+varobs P_obs Y_obs;
+
+observation_trends;
+P_obs (log(mst)-gam);
+Y_obs (gam);
+end;
+
+options_.unit_root_vars = {'P_obs'; 'Y_obs'};
+
+//stoch_simul(order=1,nomoments,irf=0);
+estimation(datafile=fsdat,nobs=192,loglinear,mh_replic=0,mh_nblocks=2,mh_drop=0.45,mode_compute=0,mode_file=fs2000b_mode,load_mh_file);
+stab_map_;