matlab的initial,initial 值的问题怎么解决
有没有同学在进行DSGE运算时,dynare的运算结果是这样?怎么样解决,不知道问题出在哪里了
POSTERIOR KERNEL OPTIMIZATION PROBLEM!
(minus) the hessian matrix at the "mode" is not positive definite!
=> posterior variance of the estimated parameters are not positive.
You should try to change the initial values of the parameters using
the estimated_params_init block, or use another optimization routine.
Warning: The results below are most likely wrong!
> In dynare_estimation_1 at 436
In dynare_estimation at 62
In gi at 643
In dynare at 132
Warning: Matrix is singular to working precision.
> In dynare_estimation_1 at 450
In dynare_estimation at 62
In gi at 643
In dynare at 132
RESULTS FROM POSTERIOR MAXIMIZATION
parameters
prior mean mode s.d. t-stat prior pstdev
gamma 0.870 0.8700 Inf 0.0
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