Hello jpfeifer
I am able to run the estimation with my observables when I use data that is linearly detrended in file soe_data_obs_2.m however when I hpfilter the same data with the same number of observations ( only the detrending method is different) and use the data file soe_data_hp.m then I get the following error message:
ou did not declare endogenous variables after the estimation/calib_smoother command.
Error using load_m_file_data_legacy (line 38)
makedataset: Check that all the variables listed in varobs exist in soe_data_hp.m and have the same number of observations.
Error in makedataset (line 106)
DynareDataset = load_m_file_data_legacy(datafile, DynareOptions.varobs);
Error in dynare_estimation_init (line 494)
[dataset_, dataset_info, newdatainterfaceflag] = makedataset(options_, options_.dsge_var*options_.dsge_varlag, gsa_flag);
Error in dynare_estimation_1 (line 94)
[dataset_, dataset_info, xparam1, hh, M_, options_, oo_, estim_params_, bayestopt_, bounds] = …
Error in dynare_estimation (line 92)
dynare_estimation_1(var_list,dname);
Error in soe_hp (line 800)
oo_recursive_=dynare_estimation(var_list_);
Error in dynare (line 223)
evalin(‘base’,fname) ;
soe_hp.mod (22.6 KB)
soe_data_obs_2.m (32 KB)
soe_data_hp.m (32.4 KB)