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Changed options and initial condition for tau.

time-shift
Stéphane Adjemian (Charybdis) 2012-03-08 15:54:20 +01:00
parent 8184ff3fdd
commit bf1e6a15a5
1 changed files with 10 additions and 4 deletions
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14
tests/particle/dsge_base2.mod
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@ -52,7 +52,7 @@ estimated_params_init;
alp, 0.4;
bet, 0.99;
tet, 0.357 ;
tau, 3;
tau, 40;
delt, 0.02;
rho, 0.95;
stderr e_a, .035;
@ -64,7 +64,13 @@ end;
varobs y l i;
options_.particle_filter.algorithm = 'sequential_importance_particle_filter';
options_.particle_filter.initialization = 1;
options_.particle.status = 1;
options_.particle.algorithm = 'sequential_importance_particle_filter';
options_.particle.initialization = 1;
options_.particle.number_of_particles = 5000;
estimation(datafile=data_risky_perturb2,order=2,nobs=100,mh_replic=0,mode_compute=8,mode_check);
options_.mode_check_neighbourhood_size = 0.05;
set_dynare_threads('local_state_space_iteration2',3);
estimation(datafile=data_risky_perturb2,order=2,nobs=100,mh_replic=0,mode_compute=4,mode_check);