Re: [DynareDev] Bug in dsge_likelihood

thank you. I will have to look into this. By the way, if you force manually analytic_derivation=0, I guess the estimation does not crash?

best Marco

On 5/29/2014 3:18 PM, Johannes Pfeifer wrote:

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

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