Dear all,
There seems to be a bug in dsge_likelihood.m that occurs when calling estimation after identification. In the attached mod-file in dsge_likelihood.m we have in lines 628 following:
if analytic_derivation==1,
analytic_deriv_info={analytic_derivation,DT,DYss,DOm,DH,DP,asy_Hess}; else
analytic_deriv_info={analytic_derivation,DT,DYss,DOm,DH,DP,D2T,D2Yss,D2Om,D2 H,D2P}; clear DT DYss DOm DH DP D2T D2Yss D2Om D2H D2P, end
that is if analytic_derivation==2 set by identification we delete DH. But in line 714 we access DH, which was deleted.
if analytic_derivation, for j=1:pp, tmp(j,:)=DH(j,j,:); end DH=tmp; end
It seems we have to account for this case.
Best,
Johannes -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany