Filter out unit root cases that lead to crashes
parent
0e2e1376c9
commit
89fd14f026
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@ -87,7 +87,9 @@ if info(1)==0,
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if init,
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indJJ = (find(max(abs(JJ'),[],1)>1.e-8));
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if isempty(indJJ) && any(any(isnan(JJ)))
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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.' )
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error('There are NaN in the JJ matrix. Please check whether your model has units roots and you forgot to set diffuse_filter=1.' )
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elseif any(any(isnan(gam)))
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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].')
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end
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while length(indJJ)<nparam && nlags<10,
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disp('The number of moments with non-zero derivative is smaller than the number of parameters')
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