Bayesian estimation mode

soe.log (414.1 KB) soe_mean.mat (34.3 KB) soe_mh_mode.mat (17.7 KB) soe_mdiag.eps (37.1 KB) soe_PriorsAndPosteriors1.eps (142.0 KB) soe_PriorsAndPosteriors2.eps (143.6 KB) soe_PriorsAndPosteriors3.eps (144.4 KB) soe_PriorsAndPosteriors4.eps (144.1 KB) soe_PriorsAndPosteriors5.eps (143.6 KB) soe_PriorsAndPosteriors6.eps (84.3 KB) soe_udiag1.eps (74.2 KB) soe_udiag2.eps (74.0 KB) soe_udiag3.eps (72.9 KB) soe_udiag4.eps (74.2 KB) soe_udiag5.eps (73.9 KB) soe_udiag6.eps (74.0 KB) soe_udiag7.eps (74.0 KB) soe_udiag8.eps (74.0 KB) soe_udiag9.eps (74.0 KB) Uploading: soe_udiag10.eps… soe_udiag11.eps (75.3 KB) Uploading: soe_udiag12.eps… soe_udiag13.eps (76.0 KB) Uploading: soe_udiag14.eps… Uploading: soe_udiag15.eps… Uploading: soe_udiag16.eps… Hi, I have a doubt about the output of the Bayesian estimation.

It gives me two mode files. _mode.mat and mh_mode.mat. Almost in every case the values are simliar, bur I have two parameters constebeta and crhow which presents great differences. I don’t know why is this happening, and which is the correct mode I should choose to work.

When I check de pior-posterior graphs, in this cases also happens that the mode plot is significatively different from de mode in de mh_mode. mat file.

I attached de results,

Thank you!
@jpfeiferdoing_plots.m (2.4 KB) g1.mat (57.6 KB) g2.mat (57.7 KB) g3.mat (57.6 KB) Graficos.m (9.2 KB) plots_for_dynare.m (6.4 KB) soe.log (414.1 KB) SOE.mat (2.8 MB) SOE.mod (23.3 KB) SOE_data.mat (10.7 KB) soe_mean.mat (34.3 KB) soe_mh_mode.mat (17.7 KB) soe_mode.mat (17.8 KB) soe_params.mat (216 Bytes) Uploading: soe_pindx.mat… Uploading: soe_results.mat…

There is no attachment here.

Hi, I’ve just attached the files.

Thank you so much!

You are not handling parameter dependence correctly. As a result, many parameters are not identifed.