6 shocks- 5 data sets but no stochastic singularity

Dear Professor Pfeifer,
I have a model with 6 shocks. Accordingly I have 6 data sets to estimate the parameters. the variables (of the data sets) are not linearly related. But I still have stochastic singularity. Then I tried to start from just one shock and one data set (and so on), and I figure out that the model even works with 6 shocks and one data set! Could I have your advice on this matter?
an additional question: in the latest version of stable Dynare, stoch_simul after Estimation works with “mean” of estimated variables or still with “mode”?
I appreciate your time.
Kind regards,

  1. Having more shocks than observables is not a problem, only the other way round.
  2. If you get stochastic singularity, then the observables are linearly related.
  3. After MCMC it is the mean, after ML it is the mode