From e7ef737c8446cf75116c83449acf41cbf1e300e5 Mon Sep 17 00:00:00 2001 From: Michel Juillard Date: Tue, 16 Nov 2010 10:29:28 +0100 Subject: [PATCH] manual: added a note in ESTIMATION on computing smoother for calibrated model --- doc/manual.xml | 7 ++++++- 1 file changed, 6 insertions(+), 1 deletion(-) diff --git a/doc/manual.xml b/doc/manual.xml index 227aa57dd..af0ef3ec8 100644 --- a/doc/manual.xml +++ b/doc/manual.xml @@ -3507,9 +3507,14 @@ oo_.posterior_hpdsup.measurement_errors_corr.gdp_conso -Note on steady state computation +Notes +Steady state computation If you know how to compute the steady state for your model, you can provide a MATLAB/Octave function doing the computation instead of using steady. The function should be called with the name of the .mod file followed by _steadystate. See fs2000_steadystate.m in examples directory for an example. + +Running the smoother with calibrated parameters +It is possible to compute smoothed value of the endogenous variables and the shocks with calibrated parameters, without estimation proper. For this usage, there should be no estimated_params block. Observed variables must be declared. A dataset must be specified in the estimation instruction. In addition, use the following options: mode_compute=0,mh_replic=0,smoother. Currently, there is no specific output for this usage of the estimation command. The results are made available in fields of oo_ structure. An example is available in ./tests/smoother/calibrated_model.mod. +