Hi Marco,

could you please have a look at the attached mod-file I got from http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6795 It has a unit root and without the options_.lik_init=2 I put returns a wrong error. Thus, I pushed https://github.com/DynareTeam/dynare/pull/922

But even when setting options_.lik_init=2, it runs, but the two parameters phi and alpha are not identified. Having a cursory look at the model this is strange. When adding rho_a as an estimated parameter, suddenly phi is identified. Can such an interaction occur or is this a bug? I though identification is about partial derivatives that are unaffected by other estimated parameters.

Best,

Johannes