HI Sebastien
Can you please confirm how is the 2D
matrix Hessian that is coming from <model>_dynamic.c/dll created and
organised (and, similarly the sparse hessian from the matlab .m version),
e.g. Is it organised as a series
of 2nd order jcols*jcols matrix blocks, concatenated together next to
each other in order of the variables and shocks by which the 1st
order was differentiated, and, all those in one of the standard Dynare
orders of the variables (and in which standard order of the variables, order_var
or as they are defined or....) and each block containing all of its
own set of : gxx, gxu/gux and guu's,
or is the hessian
organised in some other order,
e.g. as all gxx's stacked first (in order of
variables, and which) to be followed by all of gxu's and then by all of
the guu's
Best regards