26 lines
1.2 KiB
Modula-2
26 lines
1.2 KiB
Modula-2
@#include "fs2000_common.inc"
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estimated_params;
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alp, beta_pdf, 0.356, 0.02;
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bet, beta_pdf, 0.993, 0.002;
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gam, normal_pdf, 0.0085, 0.003;
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mst, normal_pdf, 1.0002, 0.007;
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rho, beta_pdf, 0.129, 0.05;
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psi, beta_pdf, 0.65, 0.05;
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del, beta_pdf, 0.01, 0.005;
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stderr e_a, inv_gamma_pdf, 0.035449, inf;
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stderr e_m, inv_gamma_pdf, 0.008862, inf;
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end;
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varobs gp_obs gy_obs;
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options_.solve_tolf = 1e-12;
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filter_initial_state;
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k(0)= (((1-1/exp(gam)*bet*(1-del)) / (alp*1/exp(gam)^alp*bet) )^(1/(alp-1)))*(( (((((1-1/exp(gam)*bet*(1-del)) / (alp*1/exp(gam)^alp*bet) )^(1/(alp-1)))*1/exp(gam))^alp - (1-1/exp(gam)*(1-del))*(((1-1/exp(gam)*bet*(1-del)) / (alp*1/exp(gam)^alp*bet) )^(1/(alp-1))))/mst )^(-1))/(psi*mst^2/( (1-alp)*(1-psi)*bet*1/exp(gam)^alp*(((1-1/exp(gam)*bet*(1-del)) / (alp*1/exp(gam)^alp*bet) )^(1/(alp-1)))^alp )+(( (((((1-1/exp(gam)*bet*(1-del)) / (alp*1/exp(gam)^alp*bet) )^(1/(alp-1)))*1/exp(gam))^alp - (1-1/exp(gam)*(1-del))*(((1-1/exp(gam)*bet*(1-del)) / (alp*1/exp(gam)^alp*bet) )^(1/(alp-1))))/mst)^(-1)));
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P(0)=2.5258;
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m(0) = mst;
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end;
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estimation(order=1,datafile='../fs2000/fsdat_simul',nobs=192,loglinear,mh_replic=2001,mh_nblocks=1,mh_jscale=0.8,moments_varendo,consider_only_observed,smoother);
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