stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Filter out unit root cases that lead to crashes

time-shift
Johannes Pfeifer 2016-05-19 18:57:47 +02:00
parent 0e2e1376c9
commit 89fd14f026
1 changed files with 3 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
matlab/identification_analysis.m
View File

@ -87,7 +87,9 @@ if info(1)==0,
if init,
indJJ = (find(max(abs(JJ'),[],1)>1.e-8));
if isempty(indJJ) && any(any(isnan(JJ)))
error('identification_analysis: There are NaN in the JJ matrix. Please check whether your model has units roots and you forgot to set diffuse_filter=1.' )
error('There are NaN in the JJ matrix. Please check whether your model has units roots and you forgot to set diffuse_filter=1.' )
elseif any(any(isnan(gam)))
error('There are NaN''s in the theoretical moments: make sure that for non-stationary models stationary transformations of non-stationary observables are used for checking identification. [TIP: use first differences].')
end
while length(indJJ)<nparam && nlags<10,
disp('The number of moments with non-zero derivative is smaller than the number of parameters')