求助各位大神,改了好几天实在不知道怎么办了
我的dynare代码不做贝叶斯估计时,能正常跑出脉冲响应图,且模型稳态没有问题。
但尝试拿实际值做贝叶斯估计时,出现了以下错误:哪里出了问题呀[cry]
这是估计部分的代码,求助[cry]
estimated_params;
rhoa, beta_pdf, 0.7,0.04;
rhox,beta_pdf, 0.7,0.04;
rhoz,beta_pdf, 0.051,0.05;
rhoi, beta_pdf, 0.7,0.05;
phipi, beta_pdf, 0.7,0.05;
phiy, beta_pdf, 0.5,0.1;
stderr ea, inv_gamma_pdf, 0.065,inf;
stderr ex, inv_gamma_pdf, 0.89,inf;
stderr ez, inv_gamma_pdf, 0.0515,inf;
stderr ei, inv_gamma_pdf, 0.001,inf;
end;
estimated_params_bounds;
rhoa,0.6,0.8;
rhox,0.6,0.8;
rhoz,0.01,0.1;
rhoi,0.1,1;
phipi,0.5,1;
phiy,0.1,1;
stderr ea,0.02,0.08;
stderr ex,0.5,3;
stderr ez,0.01,0.1;
stderr ei,0,0.01;
end;
varobs Y C I ;
estimation(datafile = test, conf_sig=0.95 , mode_compute=6, mh_replic=2000, mh_jscale=0.8, mode_check, bayesian_irf) Y C I;