I am estimating a model with six observable variables and six shocks (called eps_a eps_b eps_f eps_g eps_m eps_s).
If I do not have correlated shocks, everything works fine.
If I try and estimate the correlation between eps_a and eps_s (assuming these the only correlated shocks), the estimation proceeds well until the very end (that is, all the results are displayed on the screen and the figures are printed), until I get the error message that is reported below. I would be grateful if you could tell me which obvious mistake I am making…
LOG OF THE ERROR MESSAGE
??? Error using ==> eval
Reference to non-existent field ‘eps_a_eps_a’.
Error in ==> get_posterior_parameters at 33
xparam(m) = eval(‘oo_.’ type ‘.shocks_corr.’ name1 ‘_’ name2]);
Error in ==> dynare_estimation at 773
Error in ==> faber1 at 530
Error in ==> dynare at 26
Error in ==> cesrun1 at 16