Adapt estimated parameters to not hit prior bounds
parent
846a391eb1
commit
af627b8ecf
|
@ -156,8 +156,8 @@ stderr e_a, inv_gamma_pdf, 0.035449, inf;
|
||||||
stderr e_m, inv_gamma_pdf, 0.008862, inf;
|
stderr e_m, inv_gamma_pdf, 0.008862, inf;
|
||||||
corr e_m, e_a, normal_pdf, 0, 0.2;
|
corr e_m, e_a, normal_pdf, 0, 0.2;
|
||||||
stderr gp_obs, inv_gamma_pdf, 0.001, inf;
|
stderr gp_obs, inv_gamma_pdf, 0.001, inf;
|
||||||
//stderr gy_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;
|
corr gp_obs, gy_obs,normal_pdf, 0, 0.2;
|
||||||
end;
|
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;
|
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;
|
||||||
|
|
Loading…
Reference in New Issue