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Adapt estimated parameters to not hit prior bounds

time-shift
Johannes Pfeifer 2015-12-17 14:50:30 +01:00
parent 846a391eb1
commit af627b8ecf
1 changed files with 2 additions and 2 deletions
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4
tests/TeX/fs2000_corr_ME.mod
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@ -156,8 +156,8 @@ stderr e_a, inv_gamma_pdf, 0.035449, inf;
stderr e_m, inv_gamma_pdf, 0.008862, inf;
corr e_m, e_a, normal_pdf, 0, 0.2;
stderr gp_obs, inv_gamma_pdf, 0.001, inf;
//stderr gy_obs, inv_gamma_pdf, 0.001, inf;
//corr gp_obs, gy_obs,normal_pdf, 0, 0.2;
stderr gy_obs, inv_gamma_pdf, 0.001, inf;
corr gp_obs, gy_obs,normal_pdf, 0, 0.2;
end;
estimation(mode_compute=9,order=1,datafile='../fs2000/fsdat_simul',mode_check,smoother,filter_decomposition,mh_replic=4000, mh_nblocks=1, mh_jscale=0.8,forecast = 8,bayesian_irf,filtered_vars,filter_step_ahead=[1,3],irf=20,moments_varendo,contemporaneous_correlation) m P c e W R k d y;