20 lines
523 B
Modula-2
20 lines
523 B
Modula-2
//File testing error message if initial state vector is not positive definite
|
|
|
|
@#include "first_spec_common.inc"
|
|
|
|
varobs q ca;
|
|
|
|
shocks;
|
|
var eeps = 0.04^2;
|
|
var nnu = 0.03^2;
|
|
var q = 0.01^2;
|
|
var ca = 0.01^2;
|
|
end;
|
|
|
|
stoch_simul(order=3,periods=200, irf=0);
|
|
send_endogenous_variables_to_workspace;
|
|
save('my_data.mat','q','ca');
|
|
|
|
estimation(datafile='my_data.mat',order=2,mode_compute=0,mh_replic=0,filter_algorithm=sis,nonlinear_filter_initialization=2
|
|
,cova_compute=0 %tell program that no covariance matrix was computed
|
|
); |