27 lines
783 B
Modula-2
27 lines
783 B
Modula-2
//File testing error message if initial state vector is not positive definite
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@#include "first_spec_common.inc"
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varobs b ca;
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shocks;
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var eeps = 0.04^2;
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var nnu = 0.03^2;
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var b = 0.01^2;
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var ca = 0.01^2;
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end;
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stoch_simul(order=3,periods=200, irf=0);
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send_endogenous_variables_to_workspace;
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save('my_data_MCMC.mat','ca','b');
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options_.pruning=true;
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options_.particle.pruning=true;
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options_.particle.number_of_particles=500;
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estimation(datafile='my_data_MCMC.mat',order=2,mh_replic=100,filter_algorithm=sis,nonlinear_filter_initialization=2
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,mode_compute=0 %don't compute mode
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,mcmc_jumping_covariance=identity_matrix %use identity matrix
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,cova_compute=0 %tell program that no covariance matrix was computed
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,bayesian_irf,moments_varendo,consider_all_endogenous); |