When I set number of Metropolis-Hasting replications on 800000 and discard the first 200000 of them, multivariate convergence of Brooks-Gelman(1998) test shows the results of interval,
m2 and m3 based on 800000 sample.
I want to know that dynare shows the posterior mean and posterior standard deviation and posterior mode based on 600000 sample or 800000 ?? although we can see 800000 in Brooks-Gelman(1998) multivariate convergence.The other question is the in the section of Posterior Results after model estimation in Dynare, mode report value is prior mode or posterior mode? I think it’s the posterior mode value.
Thank you so much.