在做贝叶斯估计的时候,出现报错“Error using print_info (line 36)
The generalized Schur (QZ) decomposition failed. For more information, see the documentation for
Lapack function dgges: info=9, n=9
Error in check (line 76)
print_info(info, options.noprint);
Error in chap4esti0112 (line 133)
oo_.dr.eigval = check(M_,options_,oo_);
Error in dynare (line 120)
evalin('base',fname) ;”
请教版上的大侠这是什么原因?
源程序如下:
var rc rd rl m dp c w h k z a g p;
varexo ze ae ge;
parameters beta delta theta b rhoz rhoa rhog alph;
predetermined_variables p;
model(linear);
w(+1)=w+beta*0.0351*rd;
p(+1)+c=z(+1)+p+w;
z+w-c-rd=0;
0.9004*c=1.8271*m(-1)-0.9268*dp;
1.8272*m+12.3965*k=2.3469*0.3263*(w(-1)+h)+0.0351*12.3965*(rc+k(-1))+(1-delta)*12.3965*k(-1)+1.0101*0.9268*(rd+dp);
1.2086*(a+theta*k(-1)+(1-theta)*h)=1.0101*2.3469*0.3263*(rl+w+h)+0.0351*12.3965*(rc+k(-1));
rl+w=a+theta*(k(-1)-h);
rc=a+(theta-1)*(k(-1)-h);
0.9268*(rl-rd)+1.8272*g=0;
0.9268*(dp-rl+rd)=2.3469*0.3263*(w+h)+alph*1.2086*(a+theta*k(-1)+(1-theta)*h);
z=rhoz*z(-1)+ze;
a=rhoa*a(-1)+ae;
g=rhog*g(-1)+ge;
end;
shocks;
var ze;stderr 0.099;
var ae;stderr 0.099;
var ge;stderr 0.099;
end;
varobs w dp;
check;
steady;
estimated_params;
beta,beta_pdf,0.99,0.002;
delta,beta_pdf,0.025,0.003;
theta,beta_pdf,0.36,0.002;
b,normal_pdf,-2.5805,0.002;
rhoz,beta_pdf,0.005,0.099;
rhoa,beta_pdf,0.005,0.099;
rhog,beta_pdf,0.005,0.099;
alph,beta_pdf,0.1319,0.002;
end;
estimation(datafile=estimation2,mh_replic=2000,mh_nblocks=2,mh_drop=0.45,mh_jscale=0.8);